Warning: Possible spoilers for "Game of Thrones" ahead.
On his Not A Blog, GRRM answered a question about his book Winds of Winter diverging from GoT. While this isn't new information, it's interesting nevertheless because of the missing characters from the show. Here's what GRRM had to say:
"WINDS will be different in some ways, but will parallel the show in others," the author wrote. "At this point, there are probably a dozen characters who are dead on the show but alive in the books, so it would be impossible for the two to remain the same. (Also, of course, there are characters in the books who have never even existed on the show, like Victarion Greyjoy, Jon Connington, Penny, Arianne Martell... )."