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Lori Grimes (Sarah Wayne Callies)
Death episode: "Killer Within"; How it happened: Lori went into labor at the worst possible time -- after Andrew unleashed a slew of walkers on the formerly secure prison. Accompanied only by Maggie and Carl, Lori asked Maggie to perform a C-section to deliver the baby, knowing it would be fatal for her. Lori says an emotional goodbye to Carl and after she bleeds out, he shoots her in the head to prevent her from turning; Shock factor: Right up there with the most shocking moments ever seen on "The Walking Dead." Although Lori had been a polarizing character throughout her run, she was also the show's female lead and it felt like the show still had story to mine from Rick and Lori mending their damaged relationship. Instead, her death sent the series in a different direction and left a lasting impact on the entire group.