White Walker

3. The event: We learn what the White Walkers are doing with Craster's bastards.
What Happened In The Show: The mutineers at the keep continue the tradition of leaving the newborn sons of Craster's "wives" out in the snow for the demonic White Walkers. We see one of them collect the infant and take him to what we are to assume is the Walkers' domain. There, what appears to be their king touches the boy's face, instantly transforming him into White Walker junior.
What Happens In The Books: None of that! After we find out that the Walkers are taking the children, it's not even mentioned again up to the point we're at in the saga, "A Dance With Dragons.” So this is either an example of the series taking things in its own direction, or a big spoiler from future books.
Why The Changes: At the end of season 2, the White Walkers are seen advancing on the men of the Night's Watch with their undead army, and then... nothing. We see them again in a couple of brief scenes (Sam kills one later on), but many fans have wondered why in seven hells they didn't continue their march on the wall. The show's decision to go back and see what they're up to is likely just down to them feeling the scary buggers could use real some screen time—but with nothing else from the books to draw from, they jumped forward to an event that readers haven't witnessed yet.

Game Of Thrones, Season 3, Catelyn Stark

4. The event: No Coldhands, No Stoneheart.
What Happened On The Show: Despite fans expecting at least one of them to make an impactful appearance in the season 4 finale, these undead characters from the books did not show up.
What Happens In The Books: While Bran and his posse are on their way to see the Three-eyed Raven, they come under attack and are saved by a mysterious character they christen "Coldhands.” This undead fellow (believed by many to be Benjen Stark) is mute, rides an elk, and is generally just a very cool addition to the story. Another, more controversial resurrected character many expected to see was "Lady Stoneheart,” a.k.a. Catelyn Stark. After her demise at the Red Wedding she's found by the Brotherhood without Banners, and their leader Beric Dondarrion gives his last "life" to raise her from the dead. I think pretty much everyone expected Stoneheart to be the big season 4 finale cliffhanger and there was certainly a lot of loud fan outrage when she didn’t appear.
Why The Changes: There’s always a chance these two will still show up in the series of course, but if that is the plan, not featuring them—Lady Stoneheart in particular—in the last part of season 4 feels like a bit of a missed opportunity. Perhaps they simply felt there was a bit too much going on with the other characters. Also, the resurrected Catelyn Stark (or “Un-Cat” as she’s also referred to by fans) ties into Brienne and Pod’s story, so once it was decided that they’d be encountering The Hound and Arya in the show, (which also doesn’t happen in the books) her introduction at that point would have been problematic.

Game Of Thrones
Cersei and Jaime Lannister of "Game of Thrones"

5. The Event: Sex scenes become rape scenes.
What Happened On The Show: This is a controversial one for sure. Two consensual, though not exactly conventional, sex scenes from the novels were given a far more sinister twist in HBO’s adaptation. Early on in the first book, Khal Drogo and his new bride Dany have sex for the first time. She's nervous, terrified even, but Drogo waits until she is ready, and is actually gentle. In the first episode of the show however, it is made very clear that Drogo is basically taking what is his and raping her. Then, in the season 4 episode "Breaker Of Chains," Jamie Lannister forces himself on his sister Cersei in Joffrey's tomb.
What Happens In The Books: The same, but the sex is consensual.
Why The Changes: This one is baffling. In the case of Drogo and Dany, in both the book and the show she eventually grows to love him, so the decision to have him rape her makes that much harder to buy. With Jamie and Cersei it’s not so clear cut however. When the scene aired debate raged online, with some reasoning that although Cersei initially resists, by the end she relents and has consensual sex with her brother next to the body of their dead son (see, not so creepy after all then!). The episode's director Alex Graves sees it that way too, and explains why, when quizzed about it by Vulture. “It’s my cut of the scene. The consensual part of it was that she wraps her legs around him, and she’s holding on to the table, clearly not to escape but to get some grounding in what’s going on. And also, the other thing that I think is clear before they hit the ground is she starts to make out with him. The big things to us that were so important, and that hopefully were not missed, is that before he rips her undergarment, she’s way into kissing him back. She’s kissing him aplenty." A lot of people didn’t buy this, and Martin himself sounded a bit dubious about the changes to his text.

So there you have it. Obviously there are other alterations, but these seem like the ones that will most directly affect the story. Martin is hard at work on the sixth book in the series, “The Winds Of Winter,” but there’s no doubt that we’re going to see plenty more deviations from the source, and even though the author is on hand to guide and advise the direction of the show, it’s entirely possible that at some point they will be forced to make some big decisions for themselves where the characters are concerned. More fan backlash on the way? Count on it.