The Great Shepherd
If you feel the need to blame somebody for Khal Drogo's untimely death, take it up with the Great Shepherd. Mirri Maz Duur, the maegi who tricks Daenerys into losing both her husband and unborn son, claims to have done so because Drogo "angered" her shepherd god.
Where the religion is based: Lhazar
What followers believe: Much like their god's name, believers in The Great Shepherd see all people as part of a single shepherd's flock. This god observes and protects (or punishes) every member of his flock, even nonbelievers.
Major religious themes: maegi (medicine-women or healers), sheep
Who follows this religion: Lhazareen tribespeople like Mirri Maz Duur