Warning: Truly epic Game of Thrones spoilers are ahead!
Jaime's journey on Game of Thrones has been one of the most transformative of the series. When we first meet the middle Lannister child, he's an arrogant knight with no cares for anything but his family and his ego. Since then he's lost his hand, his three children, and (most) of his conceit. His journey from aloof Kingslayer to the compassionate man worthy of Brienne's love has been one of the brilliant marks of the series's storytelling — which is why his death in the penultimate episode of the final season has us shaken.
How Does Jaime Lannister Die in Game of Thrones?
In season eight's fifth episode, "The Bells," Daenerys and Cersei's armies finally clash in the Last War. Jaime is taken captive by Daenerys's forces trying to sneak into King's Landing after leaving a heartbroken Brienne back in Winterfell. Tyrion comes to his rescue by hatching another "brilliant" scheme that he hopes will help things end peacefully: he tells Jaime to ring the bells of surrender, grab Cersei, and run off to live a happy life with their unborn child. Jaime agrees, allowing Tyrion to free him and return the favour after several years.
Jaime isn't able to make it through the gates of the Red Keep and is forced to get in from below. He runs into Euron, who makes his usual brand of annoying gibes about being a king and how he's "f*cked the Queen." The two begin to fight, with both dealing fatal wounds to each other before, as if powered by the force of long-time incestuous love, Jaime manages to deliver a final stab to Euron's stomach and limp his way into the castle. He meets Cersei in the very room they parted in last season and the two share a loving embrace. Though Cersei notes that Jaime is hurt, he tells her it doesn't matter and takes her underground to where the dragon skulls reside beneath the castle.
The Red Keep is rapidly falling apart around them as Daenerys's rampage destroys the city and the entire castle is about to collapse. "I want our baby to live," Cersei says to her brother, begging him to save her. "Don't let me die, Jaime, please don't let me die."
Jaime, already accepting their inevitable fate, brings her close for another embrace and echoes his words from season six, telling her "Nothing else matters. Only us." As they embrace, the building falls down on top of them, letting the Lannister twins die in each others' arms.
Does Jaime Kill Cersei on Game of Thrones?
Technically, Cersei's inability to let go of her crown and the red keep killed her. While fans have been hoping that Jaime's road to redemption would end with him fulfilling Maggy the Frog's prophecy that says, "the Valonqar shall wrap his hands about your pale white throat and choke the life from you," it doesn't quite work out that way. Cersei's "Valonqar" or her little brother, does have a hand around her neck, but it's just to hold her against him as they let the building collapse onto them, crushing them to death. In the end, despite all that he's learned since pushing Bran Stark out the tower in season one, Jaime still goes back to save his twin sister because it's them against the world. Till death do they part.