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Sophia Peletier (Madison Lintz)
Death episode: "Pretty Much Dead Already"
How it happened: After disappearing in the Season 2 premiere episode, "What Lies Ahead," Sophia isn't seen again until the midseason finale. That's when it's revealed she has turned into a walker and was being kept in Hershel's barn with other walkers (including Hershel's late wife and stepson). We never learn how she actually died.
Shock factor: Pretty much one of the all-time most shocking moments in "Walking Dead" history, if not the most. The barn reveal still ranks as one of the most devastating and beautifully executed sequences the show has ever delivered.