There's Still Hope For These Dead Game of Thrones Characters — in the Books

How she dies on the show: Myrcella is poisoned by Ellaria Sand and dies in Jaime's arms, shortly after admitting that she knows he's her real father.

Where she's last seen in the books: In A Feast for Crows, Myrcella loses an ear in a fight when Arianne Martell (Prince Doran's daughter) attempts to kidnap her, but she's still alive and en route back to King's Landing from Dorne.