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Lori, T-Dog, Merle and Andrea (Sarah Wayne Callies, IronE Singleton, Michael Rooker and Laurie Holden), The Walking Dead
It should come as no surprise that a show about the dead coming back to life and eating the living would have a lot of casualties, but what was shocking was the speed in which some of them happened. Rick's wife Lori died during childbirth in the season's fourth episode, which also featured the heroic death of T-Dog. Merle died at the end of the season after The Governor left him to turn into a zombie, while Andrea's death — in which she didn't escape Milton's transformation into a walker — was the most-shocking and tragic, especially since her comic book counterpart is still alive and kicking.