The Dornish great house is legally extinct in the male line but not down and out just yet. Ellaria Sand, the "widow" of the late Prince Oberyn, brings their older daughters along and allies with Daenerys. However, when the Greyjoy fleet attacks, her daughters Obara and Nymeria are killed in battle, and she and her surviving daughter Tyene are captured. They're brought to Cersei Lannister, who takes the opportunity to take revenge for Ellaria's murder of her own daughter Myrcella: Cersei poisons Tyene in front of Ellaria, then leaves her chained up in the dungeon to watch her daughter's corpse decay.
House Martell's key players are all dead, but the bloodline is not totally extinct. Ellaria and Oberyn had several daughters, and only the three eldest were killed. It's unclear whether the younger girls will attempt to rescue their mother and avenge their house, or if House Martell's days as power players are over.