WARNING! This article contains SPOILERS from the season finale!
In the Game of Thrones season 6 finale, "The Winds of Winter," the day of Cersei’s and Loras’s trial has finally arrived, though only one of them has bothered to show up. Margaery watches with restraint anguish as her dear brother confesses to his crimes, renounces his lordship, and declares his devotion to the Seven. Lancel then mutilate Loras by carving a star in his forehead, and once that task is complete, the High Sparrow sends Lancel to fetch Cersei. When he doesn't return in a timely fashion, it is only Margaery that senses that something is amiss. She warns the High Sparrow and the rest of the people gathered in the Sept to evacuate and tries to exit with her brother, but the Faith Militant stops her from leaving. Moments later, the wildfire underneath the Sept ignites and he explosion incinerates the Sept and everyone inside.
While we are sorry to see her go, we can take solace in knowing that Natalie Dormer, the actress that played Margaery, had actually requested her character's demise long ago.
"I requested [while making season 5 that showrunners David Benioff and Dan Weiss] release me from working on the show earlier than usual so I could do another project, and they ended up phoning me — and that was The Call," Dormer told EW. "But I got it six months ahead of normal. They were like, 'We weren’t going to tell you this for a few more months, but we’re not going to release you now, so you can’t do that job you really want to do and we’re really sorry about that. But on the bright side, we are going to release you proper in the not-so-distant future.' It was good news, bad news — no you can’t do this, but don’t worry, you’re going to have lots more opportunities very soon."
How did she feel about how Margaery perished?
"I thought it was really clever. I really did," she said. "It’s not an echo of anything you’ve seen in the last six years. It’s truly it’s own unique moment to tie up what’s been a unique storyline about what’s happened in King’s Landing over the course of season 6. I thought it was an inspired choice. And it’s really interesting that I am given a moment of some vindication at the very end, which was the perfect way for Margaery to leave the show. She’s given a platform to say that she was right, as she always is. But because the power was taken from her, she couldn’t do anything about it."
What was her last day on set like?
"My last day on set was fantastic. It was a scene with Diana Rigg. That was the last scene that I shot. She and I had a lovely day together. Dan and David made sure they were there at the very end. It seemed very fitting Margaery’s last day is shooting a scene with the Queen of Thorns. They gave me a big hug and made a fuss out of me. It was lovely."