Lyanna Stark (held in Tower of Joy during Robert’s Rebellion by her purported lover/the crown prince, willingness unknown; died likely in labor)
Ashara Dayne (assumed to have committed suicide at the end of Robert’s Rebellion by jumping from her family home of Starfall into the Summer Sea because of grief/romantic disappointment; body never found)
? Elia Martell (held hostage at King’s Landing by the king during Robert’s Rebellion; killed by command of husband’s enemies)
Sansa Stark (held prisoner in Maegor’s Holdfast by her father’s enemies/the king during AGOT-ASOS; at one point considered suicide by jumping; stolen away by arguable romantic admirer/would-be lover)
Catelyn Stark (placed under house arrest at Riverrun by her father’s steward during ASOS, where she kept vigil; released to travel to a second prison location chosen by her son/the king, and is killed en route)
? Lysa Arryn (removes herself by choice to the Eyrie during AGOT-ASOS; is killed by her lover with a push)
? Alannys Greyjoy (lives in Harlaw, aged and slightly mad)
Arianne Martell (placed under house arrest at Sunspear by her father during AFFC; was given cryptic clues re. escape; is released by father because he changed his mind (…) )
Cersei Lannister (scurried away to Casterly Rock by her father during her maiden youth to keep her from her forbidden lover, a period during which she grew more lovely each day, etc; eventually marries the king and leaves)
Val the Wildling (held prisoner at Castle Black by her husband the king’s enemy/the (other) king during ADWD, consistently gazed up at by beauty-struck men; is released to complete a mission for the Nights Watch)
With the addition of:
Donella Manderly (locked in the tower of her own castle after being married against her will, became desperate enough to eat her own fingers before eventually starving to death)
Oh yes, superbo! Poor Donella :( Also there are some historical Targaryens I believe, the Maidenvault ones at least. ———...
addition of: Donella Manderly (locked...own castle after being married against