A Dream of Thrones
Apparently it was a play, not a TV show, since I asked one of the characters a question (dream logic - this didn't seem like a rude thing to do. Even though I ended up pointing out something really important). The story at this point was only picking up the pace even further - long separated characters were reunited, only to immediately face betrayal. Osha dies and some man stabs Rickon in the eye (more problems for House Stark makes sense). Daenerys frees more people, including some young boy who seems to know quite a bit. At one point he mentions some fictional element coming from a source in someone's tent, which strikes me as odd because they shouldn't have a concept of radiation yet. More revealing, he later says something about feeling like a quarterback which is definitely wrong. I ask him if he's from the 21st century and he says yes. Spoiler alert!
Not too long after, he ends up riding one of Daenerys' dragons. We hear a small click and everything goes black. Another click and the lights come back on. The kid is standing on a chair in a typical Western bedroom, pretending to ride a dragon. Olenna Tyrell (really his grandmother) is standing at a light switch and informs him its time to stop playing because dinner is ready. Downstairs we see that everyone is gathered for a large family dinner. All of the characters from the story were really family members we see gathering around the table for dinner, amidst friendly interactions. Some had died in this kid's story but obviously are unaware of this as they sit down to eat.
Forget the Red Wedding, this would be the most epic way for GRRM to get his fans angry at him. At least Monty Python and the Holy Grail was a comedy and only one movie when the story abruptly ended just before resolution - this was built up over several seasons of intense drama. Honestly I almost want this to happen because it is fucking hilarious. Surely it would all be worth it to see "Tywin Lannister" in a sweater vest joining is merely middle class family at a holiday meal. I also like that GRRM tends to do the unexpected - he will build up character development only to kill off the character in question as a reminder that observing one of the characters doesn't give him special powers or rights. He'll go along with a trope only to twist it just before its typical resolution. This dream version was his final way of foiling the viewer's false sense of what should happen after they are invested in the show - hey, this is all made up, remember?