Cersie has basically rejected an alliance with Dany and John against the Night King. Jaime leaves her and rejects this. Bron goes with him per the whole "no one kills you till I get my castle" plot. Jaime goes to Riverrun and gives it back to the Tulley who are trying to take it back. He gets the remaining Lannister forces he left there, remaining Frey forces and the Tulleys and makes an army and heads north.
Dany commits everything to the fight against the Night King. Jon rallies the entire north and the Knights of the Vale. So there are three armies. Night King passes the wall, Night Watch is destroyed, and sacks and burns down last Hearth. Jon and Dany lay out a plan to defend Winterfell and hit the Night Kings army from 2 sides. Suddenly he is there early and the battle is on. Dany hits one side with her dragons, Unsullied, Dothraki and conquered westeros forces. Jon has ralled the north and the knights of the Vale and hits another side. Lots of people die; some of the Lords, Grey Worm, Bran, Podrick... Jon and Dany are losing and Jaime and Bron arrive with the third army and turn the tide. Then Viserion and Rheagal tear the hell out of each other and Rheagal dies but the damage to Viserion is huge and the Night King pulls back.
Jons forces are split, Lady mormont and some forces heads for bear island but they never make it and are killed off. The rest retreat to the Vale to lay a trap. Meanwhile Euron Greyjoy takes the Stormlands and marries Cersie. yara is freed and her and Theon liberate Pyke. then Euron follows and attacks. In the middle of the fight Euron kills Theon in 1 on 1 and suddenly some Night King Forces attack. in the Chaos Euron and yara retreat and Pyke has fallen.
Huge battle at the Vale happens and tons of people die. Brienne, Lord of the Vale among them. Dany as reveled that she is pregnant with Jon's child and it comes out that they are related and that he is Jon Targaryen. Sansa and Gendry start a romance. Gendry tells the assembled council that he is the heir to the Stormlands and he wants them. At the end of the battle Viserion and the Night King are killed and the whites and white walkers are destroyed. The heroes have won. So they turn their sights to Cersie. Arya and the Hound slip away to kill her. She is the last name on Arya's list.
They are attacked by Wights. and her wolf leads a huge pack into the fight and saves Arya and the Hound. Nimeria survives but all the other wolves die. Three continue on for Kings Landing. Everyone else assembles a plan to kill off Euron. Dany is at Dragonstone due to pregnancy problems.
Cersie has hired the "Golden Copmpany" mercenaries. She attacks Dragonstone and wins. Dothraki and Unsullied guards(severely weakened by the Night king) lose. While they fight Dany goes into labor. Sam, Varys and Jorel are with her. Sam can only save one and Dany demands it be her and Jon's baby. SO he does and it is a girl. Dany names her Lyanna Targeryan after Jon's mother. Varys does a mercy killing and stabs her in the heart. They hide and the Golden Company kill off the last guards and take Dany's body back to Cersie and Euron.
Arya sneaks in and poisons cerise and as she is dying she commands the mountain and kill her. The Hound and Arya's wolf attack him and mess him up really bad. His helmet is knocked off and you see that he is undead. Aslo Arya used Cersies right hand man to kill her. She used his face which means that he is dead. Before Ayra and the Hound leave the city the final battle begins. Heroes (those remaining) fight their way into the city. Euron uses the ballista to wound Drogon and he lands in the Dragon pit. Everyone converges and a big battle takes place. Jaime and Bron are the last two to arrive there and Bron tells Jaime this is where they part ways as it's a death trap. So Bron leaves. Drogon is dying from multiple spear wounds. he breathes fire and ignites the dragon fire below the pit.
Drogon, Jon, Jaimie, the Hound, Euron, Jorel and others all die. Battle is over.
COuple years pass and it shows Sansa and Gendry married. She is Lady of Winterfell and the Eyrie, he is Lord of the Stormlands. Bron married the queen in Dorn and is Lord of Dorn. Sam married Gilly and is Lord of his house. Yara is Lady of the Iron Islands. And someone else, can't remember is Lord of the Reach. Those are the "new" major houses. They all support Lyanna Tarygaren as Queen and Tyrion is her Hand and runs everything till she is of age. Missandie is with them and Tyrion's lover. Arya has left Westeros forever. Ends with Tyrion and Lyanna looking at the iron Throne.
Then in a post credits scene shows the farthest, most remote region of the North a white walker is carrying a dead body. Places it on an alter and it is revealed to be Benjen Stark's body. He is brought back as a white walker and becomes the new Night King. "Winter is Coming" flashes on the screen.