Btw Cersei's last name is actually Lannister; Reddit comments explain why: 

http://reddit.com/r/gameofthrones/comments/24jbza/no_spoilers_most_of_the_major_characters_faces_as/

More notes:

*George R.R. Martins Hitlist.

Just a notice, there is no Talisa Stark in the book. Talisa replaced Jayne Westerling in the TV series.

Yara Greyjoy = Asha Greyjoy, Robin Arryn = Robert Arryn

Missing: Daario, Missandei, Grey Worm, Loras Tyrell, Gregor Clegane, Edmure Tully, Jhiqui, Doreah, Jaqen H'ghar, Hotpie, Walder Frey, Xaro Xohan Daxos, Pyat Pree, Hizdahr zo Loraq, Kevan Lannister, Dolorous Edd, Selyse Baratheon, Shireen Baratheon, Mace Tyrell, Locke (aka Vargo Hoat), Rast, Craster, Gilly, Meera Reed, Jojen Reed, Ilyn Payne, Styr, Ser Dontos, Ellaria Sand, Quaithe, Yoren, and of course King's Landing Citizen #2. Whew.

Where everyone is at the end of 4x04 Oathkeeper:

http://pandawhale.com/post/42832/locations-of-game-of-thrones-characters-as-of-s4e4-oathkeeper

All of the Night's Watch and Free Folk as of Game of Thrones episode 4.09:

http://pandawhale.com/post/45196/image-of-current-known-nights-watch-members-in-preparation-of-game-of-thrones-s4e9

All of the houses:

https://docs.google.com/spreadsheets/d/1mZQ2Gtf-pvmUDXv58-6gdFNKGRdI50VZKQ3f7N_nz_4/edit#gid=0

Notes:

http://reddit.com/r/gameofthrones/comments/2895vl/season_4_guide_to_the_game_of_thrones_houses/

More:

http://pandawhale.com/post/19548/94-characters-have-appeared-in-the-first-24-episodes-of-game-of-thrones

http://pandawhale.com/post/23705/incredible-periodic-table-of-all-the-characters-in-game-of-thrones

http://pandawhale.com/post/21374/heights-of-all-game-of-thrones-characters

http://pandawhale.com/post/21424/8-game-of-thrones-characters-who-are-better-on-tv-than-in-the-books

http://pandawhale.com/post/41050/game-of-thrones-prequel-infographic-from-oberyns-dialogue-with-tyrion-season-4-episode-1

http://pandawhale.com/post/42672/game-of-thrones-cast-of-characters

Another cheat sheet:

Reddit comments:

http://reddit.com/r/gameofthrones/comments/24mp8h/all_spoilers_seen_a_few_of_these_around_but_none/

Reddit comments:

http://reddit.com/r/gameofthrones/comments/24m0ta/s4e4_family_trees_of_great_houses_of_the_seven/

Spoiler alert: Who is still alive in the show (as of 4x04) and the books (as of book 5) included below.

But first a wall of major character Hodors so you don't see the spoiler if you don't want to.

Major characters!

Major Hodor characters:

Who's still alive as of 4x04:

And the cheat sheet:

Comments:

http://reddit.com/r/gameofthrones/comments/24oo9h/all_show_i_thought_this_might_be_helpful/

Who's still alive as of 4.08:

Who's still alive in the books as of book 5:

Where they're likely going with this...

Where everyone is at the end of 4x04 Oathkeeper:

http://pandawhale.com/post/42832/locations-of-game-of-thrones-characters-as-of-s4e4-oathkeeper

More:

http://pandawhale.com/post/19548/94-characters-have-appeared-in-the-first-24-episodes-of-game-of-thrones

http://pandawhale.com/post/23705/incredible-periodic-table-of-all-the-characters-in-game-of-thrones

http://pandawhale.com/post/21374/heights-of-all-game-of-thrones-characters

http://pandawhale.com/post/21424/8-game-of-thrones-characters-who-are-better-on-tv-than-in-the-books

http://pandawhale.com/post/41050/game-of-thrones-prequel-infographic-from-oberyns-dialogue-with-tyrion-season-4-episode-1

http://pandawhale.com/post/42672/game-of-thrones-cast-of-characters