Stephanie McMahon - Daenerys Targaryen
Stephanie fits in as the Khaleesi, because she could become the ruler of the WWE. And there aren't a lot of examples of women being strong and confident without immediately failing in spectacular fashion. Also if she is in that role, it would mean that Vince was the Mad King, and Shane was Viserys Targaryen who thought he was destined to take over, but now has no chance. Shane at least chose to leave where Viserys was killed by having liquid gold poured over his head.
Brock Lesnar - Khol Drogo
Both are giant men that crush everything in their path. They laugh at obstacles, as there is nothing in the world that can stop them except for themselves. Khol Drogo decided to cut himself with a sickle, while Brock Lesnar willingly tattooed a sword on his. Both married blonde divas and lived on all-meat diets. With that being said, it does seem likely that Drogo died from diverticulitis.
The Rock - Daario Naharis
Daario only does two things, but he does them better than anyone else. Fighting and fucking. The Rock can take years off from wrestling and beat anyone, and every one of his interviews will talk about a woman's vagina in some demeaning fashion.
Goldust - Barristan Selmy
Barristan was seen as obsolete by the kingdom, and looking at his age, that would appear to be true. But there was still some gas left in his tank, and he might be doing some of his best work at an advanced age after his supposed prime in the King's Guard. That is basically the same story as Goldust who did some good things in his prime but may be doing his best wrestling in his most recent comeback.
Rusev - Grey Worm
They are both killing machines who are commanded by women.
The Shield - The Three Dragons
Yes, this is slightly outdated with Seth Rollins leaving The Shield, but those three guys are totally the dragons of the WWE. They come in, fuck shit up, leave and think nothing of it. Daenerys thinks that she controls them, much like Triple H thought he controlled The Shield. In reality, they do whatever they want, whenever they want, because they can.
The Miz - Joffrey Baratheon
The two most punchable faces in the world. There really is nobody that could be more hated than these two. Also, I always thought Miz kind of looked like a serial killer, but he might just secretly beat hookers with medieval weaponry.
Randy Orton - Cersei Lannister
My only intergender comparison. Cersei is the golden child who feels entitled to certain things, because she has always gotten certain things. She's an attractive lady, but she can also be absolutely brutal to people. That sounds a whole lot like the Legend Killer to me.
Triple H - Jaime Lannister
Has all the tools to be great on paper, but will never reach the top of the mountain. Charismatic with a touch of crudeness, each guy seems like they would be likely to be the best, but neither man is. At best, Jamie is the second or third most important member of his family, and Triple H was always only the second or third most important person in WWE. They both have weak body parts, as Jamie lost his hand, and Triple H tears his quad like it's a piece of paper. Also, each is a guy that you want to root against, although at this point, you sometimes wonder what made you hate them so much in the first place. Oh, and while we're talking about H and Jamie...
Chyna - Brienne of Tarth
Yep. This one fits in real nice. Both compete with the men because they would outclass any woman. Fell in love with a blonde, although Jamie Lannister is much more traditionally attractive than HHH. After the romance, they both got stuck with puds, or Pods, to be more accurate...
X-Pac - Podrick Payne
Podrick had a great deal going with Tyrion, but now he is with Brienne where he is not appreciated. It seems very similar to X-Pac being in the nWo, but then having a relationship with Chyna where he got physically assaulted. Also, Podrick is known for his prowess with the ladies, and X-Pac made a sex tape. They're not exactly equal, but they're not unequal either.
William Regal - Tyrion Lannister
Don't get caught up in the size. Instead, Regal is a match with Tyrion because he no longer has the physical gifts, but he has a sharp tongue and can captivate an audience with it. Also, he doesn't dislike bad guys, as he sees talent for what it is. Tyrion Lannister would definitely be a fan of Aiden English.
The Acolyte Protection Agency - Bronn
Bronn is the hired gun for Tyrion, and he saves his life once for money. When it comes to the second time, he already has money and women, so he doesn't save his life. He's a simple man, but you gotta respect that. The APA were simple guys as well, as they would beat up people for money, and if you couldn't offer them anything, they weren't willing to get their hands dirty. It's a simple and effective way of living.
AJ Lee - Shae
So I really hated comparing a diva to a whore, but let's face it, WWE only has three characteristics for women, whore, crazy, and boring, so there were actually a lot of women that could have been put in this spot. I chose AJ as she has a history of being jealous and of getting revenge on the men who have done her wrong. That sounds a lot like Shae, as she harshly turned on poor Tyrion.
Vince McMahon - Tywin Lannister
I know I mentioned him as the Mad King, but that was more in relation to Stephanie, as this is the spot where Vince fits best. He is the man with the money, so he pulls the strings behind the scenes while all gratitude and animosity is delivered to the people that he controls. The stockholders are the iron bank as they are the only ones who can get mad at Vince/Tywin if they aren't getting their money.
Paul Heyman - Varys
Could there be a less sexual person than Paul Heyman? Everything Varys has said could have just as easily been said by Paul Heyman. He tries to creep in the background and work his way up the ladder by attaching to those who he sees being in power. Tywin Lannister is definitely a Paul Heyman guy.
Cesaro - Tommen Baratheon
We really know nothing about the new king except that he wants to be a good king. And if you only watch the main WWE shows, you really have no idea about a personality for Cesaro. Cesaro is the newest King in WWE as he is the King of Swing, and I really felt like I needed to include my favorite wrestler in this post somewhere and couldn't find a great fit.
Summer Rae - Margaery Tyrell
Margarey will do anything to be queen, and Summer just wants to be liked so bad. Either will maneuver behind people's backs to get what they want, but in the end, neither person actually does anything all that awful. They both almost got stuck with bad guys, but now they can both find something better for themselves.
John Cena - Eddard Stark
There is one big problem with this comparison, and that is John Cena always wins, and Eddard Stark obviously did not fall under that umbrella. Still, they are the virtuous ones who are always doing what is right and fighting for good. Eddard was the King of the North, and John Cena is often World Champ, but each guy can go away from their title and still be the most compelling person in the room. But with Eddard Stark dying early on, isn't that a valuable lesson? John Cena would not survive in the Game of Thrones.
Daniel Bryan - Robb Stark
Everyone questioned his potential to lead an Army. He didn't always make the right decisions, but he worked hard and slowly gained the respect of his people. Finally, when it looked like everything was going in his favor, he and his army were brutally murdered at a wedding. Daniel Bryan worked his way up, finally won the title, got married and shortly thereafter got a neck injury and lost his title.
Renee Young - Arya Stark
Everybody likes Arya as she is a quick witted little scamp. Renee Young is basically the adult version of that.
The Big Show - Sandor Clegane
The Hound is a large man who has done some bad things in his past, but he was just doing his job. Deep down, he has shown that he actually isn't that bad of a guy. This is similar to The Big Show who occasionally has done some bad things, but he always shows his nice guy side in the end and both have proven to be more gentle giants than giant jerks.
Natalya - Sansa Stark
Both have a "woe is me" attitude, and although they really have not done anything wrong, they are both easy to dislike without any concrete behavioral flaws.
Jerry Lawler - Petyr Baelish
If there was anyone in the WWE who would run a whorehouse, it would definitely be Jerry Lawler. Also, old school Jerry Lawler had the bad guy tendencies that matched Baelish's personality. Also, they both love women who are too pretty for them.
Bo Dallas - Robin Arryn
Both are shocked when anyone doesn't like them. They both have incredible confidence despite not doing much to earn said confidence. Robin got built up by his mother, and Bo Dallas just BO-lieves in himself.
The Great Khali - Hodor
Both huge humans, which would make you think that they could crush the world. When in reality, they are immobile, and nobody can understand what they are trying to say. Hodor gets the slight edge on value since he carries things a lot of the time where a lot of Khali's value is from his singing and dancing.
Dolph Ziggler - Jon Snow
He's one of those guys that everybody seems to root for. They are not impressive physical specimens and were put in terrible situations for no reason. It seems like punishment, but all they do is work their butts off every chance they get. Each one makes everyone around him better, but it will take extraordinary circumstances for either of them to reach true greatness in the general public's eye.
Emma - Ygritte
Ygritte was a wildling lady who could have killed Jon Snow multiple times but froze up and was distracted long enough for it to lead to her downfall. Emma is a very talented wrestler but often gets distracted by her own dance moves and loses because of it.
Sheamus - Tormund Giantsbane
Is this partially because of the red hair? Yeah, definitely, but they are both giants who think they can take on anything. All Tormund needed to do was end his sentences with "fella" and they basically become the exact same person.
Ric Flair - Robert Baratheon
Robert gained power by being incredible in the battlefield and he rose to being the undisputed top dog in the world. Flair gained power by being the best wrestler in the world. Once they got their power, they enjoyed the finer things in life as they partied hard and drank and fucked everything they could get their hands on. God bless them both.
Bray Wyatt - Stannis Baratheon
Believes he is the rightful king. Does shady things that make him untrustworthy. Battles forces and seems super powerful, but always loses, and then he just tries again with the same plan. Stannis's one great move involved a demon baby, Bray's involved a child with a voice modulator, so the similarities can be quite shocking.
Luke Harper - Davos Seaworth
He is dedicated to Bray Wyatt. Seems like a nice guy. Could use a fresh change of clothes and both are just learning to read.
Eva Marie - Melisandre
Evil redhead lady who has way more power than she deserves. Seems useless from an outsider's perspective, but has shown some savvy in staying relevant so far. Also, Eva Marie had a uterus problem, and Melisandre produced a smoke demon from hers. Po-tay-to, po-tah-to.
Kane - Ramsay Bolton
Both are sadistic monsters that have no sympathy for anything or anyone. They are driven by destruction, but deep down both of them have a longing to be loved and accepted for who they are.
Damien Sandow - Theon Greyjoy (Reek)
Theon used to have charisma and confidence, but then he reached for the stars and failed. After that, things spiraled downwards for him, as he has had his junk removed and has been broken mentally. Damien Sandow had charisma and confidence, won Money in the Bank, challenged Cena and lost, and he is now wearing a tan jumpsuit that made him resemble a eunuch.
Mark Henry - Gregor Clegane
Everybody thought The Mountain was unbeatable, and he was also kind of ruthless as he burned his brother's face when they were children. That sounds a whole lot like Dog got inducted into the Hall of Pain. Also, Mark Henry is the World's Strongest Man which seems like a title that Gregor probably could have had if he wanted to prove it. In the end, these people are both undone by guys who are quicker than them. Also, just as you should not waste time trying to get The Mountain to confess something, you should probably steer clear when Mark Henry says he is retiring, as they both seem to gain super strength in those situations.
CM Punk - Oberyn Martell
Oberyn is somebody who is only happy when he is doing what he wants. He didn't have to get involved with Tyrion, but he wanted revenge on the Lannisters. He could have killed The Mountain but killing wasn't good enough; he had to get that confession first, and that is why his head exploded. Although CM Punk didn't meet quite as grisly of a fate, all of these same things could be said about him. He wanted to do what he wanted to do, and when he didn't get exactly what he wanted, he proved to be the cause of his own undoing.
I know that doesn't cover everyone, as there were people from GoT and WWE that I wished I could have worked in. Still, it gives a good starting point, and it has the potential to inspire a ton of great fan fiction which is what the internet is all about.