I have noticed that a few newcomers we get around here don't seem to realise the increasingly large amount of ancilliary material about the series that is available, so putting up a list of all the materials related to ASoIaF seemed like a good move.
If you are here and haven't read these books, something has gone wrong somewhere. Rectify your mistake immediately!
A Game of Thrones (1996)
A Clash of Kings (1998)
A Storm of Swords (2000 - published in some territories as two volumes in paperback)
A Feast for Crows (2005)
A Dance with Dragons (2011 - published in some territories as two volumes in paperback)
The Winds of Winter (forthcoming)
A Dream of Spring (forthcoming)
Note that the novels have been converted into illustrated limited editions, the first two by Meisha Merlin and the latter books by Subterrenean Press. Subterrenean Press is also planning new versions of the first two books. A graphic novel adaptation of A Game of Thrones is currently underway, with the adaptation being published as both monthly installments and as multiple graphic novels (the first two of which are now available).
THE SHORT STORIES & GRAPHIC NOVELS
The Hedge Knight, The Sworn Sword, The Mystery Knight and the forthcoming She-Wolves and Village Hero are short novellas (roughly 100 pages each) which form an ongoing serial - The Tales of Dunk & Egg - which begin 89 years before A Game of Thrones and is expected (but not confirmed) to run through to about 39 years before AGoT. They chronicle the adventures of the hedge knight, Ser Duncan the Tall ('Dunk') and his young squire, 'Egg'. George RR Martin has said that there could be as many as nine to twelve of these stories. The Princess and the Queen is a historical novella set during the Dance of Dragons and The Rogue Prince expands on some of the events leading up to the Dance.
The Hedge Knight (1998)
The Sworn Sword (2003)
The Mystery Knight (2010)
The Princess and the Queen (2013)
The Rogue Prince (2014)
A Knight of the Seven Kingdoms (2014, an omnibus collecting The Hedge Knight, The Sworn Sword and The Mystery Knight in one volume)
The She-Wolves of Winterfell (forthcoming)
The Village Hero (forthcoming)
The Hedge Knight was first published in the Legends anthology edited by Robert Silverberg. This book has been re-issued in the UK and is generally available on Amazon and eBay. MAKE SURE YOU BUY THE BOOK WITH 11 STORIES, NOT THE EDITION WITH 4 STORIES. There is a wonderfully-illustrated graphic novel version by Dabel Brothers which is available now and has recently been reissued in hardcover. Additionally, the prose version of The Hedge Knight is back in print in GRRM: A RRetrospective by Subterranean Press and its mass-market edition, entitled Dreamsongs: A RRetrospective, which is published in the UK by Gollancz. The US edition by Bantam is split into two volumes: The Hedge Knight is in the second one.
It should be pointed out that Legends, although not a large volume, was split into three volumes when published in paperback in the United States. The Hedge Knight is found inside the US volume entitled 'Volume II' with a green cover. It was split into two volumes when published in paperback in the United Kingdom. The Hedge Knight is found inside the UK volume with the blue spine and the Terry Pratchett cover (it seems to have no number or subtitle). If ordering a copy, ensure that you are ordering the right one!
The Sworn Sword was first published in the Legends II anthology, also by Robert Silverberg. A graphic novel adaption by the same team as the first is available.
Legends II was also split into three volumes for US paperback publication. The Sworn Sword is found inside the volume entitled Legends II: Dragon, Sword and King. However, the UK paperback edition was published in one volume.
The third 'Dunk & Egg' story, The Mystery Knight was published in an anthology called Warriors, edited by Gardner Dozois and GRRM in March 2010. Warriors has been issued in paperback in three volumes; The Mystery Knight is in the first volume, Warriors 1.
The fourth Dunk & Egg short story is tentatively titled The She-Wolves or She-Wolves of Winterfell (although this title will change). GRRM has started this story but not finished it, and has now put it on hold until after The Winds of Winter is completed. The fifth Dunk & Egg story has the working title The Village Hero and will be set in the Riverlands.
The Princess and the Queen is a novella set during the start of the Dance of Dragons, a devastating civil war which took place approximately 170 years before the events of A Game of Thrones. It was published as part of the Dangerous Women anthology in December 2013. This is an abridged version of the full story, which will (eventually) be published in Fire and Blood.
The Rogue Prince is a novella set during the reign of King Viserys I Targaryen, focusing on his brother, the roguish Prince Daemon. It will be published as part of the Rogues anthology in June 2014. This is also an abridged version of the full story, which will appear in Fire and Blood.
THE COMPANION BOOKS
The World of Ice and Fire (2014)
The companion book for the setting is currently in the finishing stages and is co-written by GRRM and Elio 'Ran' Garcia and Linda Antonsson, whose credentials as masters of all things Westeros are well-founded: they are the admins of this very site and their mighty on-line concordance has served as a reference for GRRM himself when he wants to look up facts in a hurry. Discussion of the world book and what will go in it is ongoing at this location. The book is tentatively scheduled for Spring or Autumn 2014, but this is not a final date.
Fire and Blood (forthcoming)
Previously jokingly referred to as the 'GRRMarillion', this will be a very detailed history of the Targaryen dynasty that goes far beyond even the history in The World of Ice and Fire. The full, unedited text of The Princess and the Queen (exceeding 80,000 words) covering the entire Dance will be present, amongst other material. Martin has said he will not seriously work on this project until after the final novel in the series is published.
THE MAP COLLECTION
The Lands of Ice and Fire (2012)
This collection of 12 large poster maps - designed by George R.R. Martin and realised by cartographer Jonathan Roberts - features the first canon maps of central and eastern Essos, including the Dothraki Sea, Red Waste, Qarth, Jhogos Nhai, Asshai, Jade Sea and Shadow Lands. Also included are maps of Westeros, the Free Cities, the lands beyond the Wall, Slaver's Bay, the Summer Islands and city maps of King's Landing and Braavos.
THE ROLEPLAYING GAME
A Game of Thrones: The Roleplaying Game (2005)
This handsome book was created by Guardians of Order and distributed by White Wolf. It contains some fantastic artwork, a great concordenance of information on the Seven Kingdoms (including new, GRRM-penned information not seen elsewhere) and a complete roleplaying game based on the D20 system. Sadly, Guardians of Order folded before any of the planned expansions could be written, although a strong fan community is thriving at this location.
A Song of Ice and Fire: The Roleplaying Game (2009)
This new version of the RPG was created and published by Green Ronin and remains an ongoing system. They have released several expansions, including an adventure set in King's Landing and a more detailed account of the Night's Watch.
THE TV SERIES
Game of Thrones is the television series based on the novels. It is produced by the HBO cable channel, with D.B. Weiss and David Benioff serving as showrunners and main writers. There are ten 50-65 minute episodes per season. George R.R. Martin has written one script for each of the first four seasons of the show. The seventh season will begin airing in the USA in June 2017, whilst Seasons 1-6 are available now on DVD and Blu-Ray. HBO have confirmed that they expect the show to last for eight seasons, lasting through 2018.
Though closely based on the books, the TV series does change some things for budgetary and cast availability reasons. Nothing that happens in the TV series is canon for the books and vice versa.
THE ART BOOK
The Art of Ice and Fire (2005)
The Art of Ice and Fire, Volume II (2011)
These books from Fantasy Flight collects a huge amount of art from various sources and websites, including the CCG, board game and more.
THE BOARD GAMES
A Game of Thrones: The Boardgame (2003)
A Clash of Kings Expansion (2004)
A Storm of Swords Expansion (2006)
A Game of Thrones: The Boardgame Second Edition (2011)
The Game of Thrones boardgame is published by Fantasy Flight Games and is a tactical battle game in the vein of Risk or Diplomacy. Players take the role of the one of the Great Houses in Westeros and battle for control of the Iron Throne. The Clash of Kings expansion adds siege rules and House Martell to the mix, whilst the Storm of Swords expansion adds new rules and a new battlemap focusing on combat in the Riverlands. The second edition from 2011 mixes in some of the expansion elements and streamlines some of the more complex elements.
Battles of Westeros (2010)
Also by Fantasy Flight, this is a modular wargame based on battles in the ASoIaF setting. Several expansions have been released, one each for the Great Houses (lacking the Dornish and ironborn so far) and the Brotherhood Without Banners.
TV Tie-In Board Games
There is a series of board games which tie in with the TV series. These include Game of Thrones-flavoured versions of Risk (2015, in two editions, a Skirmish one focused on Westeros and the Full Edition including Essos as well), Monopoly (2015) and Cluedo (2016). There are also trivia games, puzzles and more.
The Game of Thrones collectible card game by Fantasy Flight is one of the most successful in the business and has been running strongly for many years. There are frankly too many sets and game packs to list here, so follow the link for more information.
There is also a version of the CCG based on the TV series, released for convenience as one boxed game (2012).
Terry Pratchett's Discworld novels may have a jokey companion CD of psychotic morris dancers, whilst Robert Jordan's Wheel of Time novels have an accompanying 'new world' music collection, but ASoIaF has its very own dedicated metal band: Winterfell! The band are on indefinite hiatus at the moment, but promise to return. So, if you've ever felt like listening to heavy rock music about the lone wolf surviving or the waves of the Narrow Sea, your tastes are catered for. Note that the band is purely unofficial and does not have the GRRM seal of approval.
Ramin Djawadi is the composer for the Game of Thrones TV series. The soundtracks for Seasons 1-6 are available on CD or via iTunes now.
A Game of Thrones: Genesis (2011)
This is a strategy game, created by Cyanide Studios. In it, the player takes control of one of the Great Houses and wages war on many fronts (economical and political as well as raising armies) to gain the Iron Throne. The game was very heavily criticised on release for its production values, slow pace of play and poor interface, but has been praised for emphasising political intrigue, marriages and assassinations as well warfare.
Game of Thrones: The Roleplaying Game (2012)
The roleplaying game, also by Cyanide Studios, is a story-focused game set just before and during the events of A Game of Thrones. The game sees the player controlling two characters in different parts of Westeros as they follow separate storylines that slowly merge. Again, the game has been criticised for some dubious production values but has been much more strongly received overall than the strategy game. The intricate plot, complex characterisation of the two leads and several startling plot twists have all received high praise. There is also an expansion available for the game, Beyond the Wall, which takes place ten years earlier.
Game of Thrones: Ascent (2013)
A browser-based multiplayer game from Big Point Studios.
Game of Thrones: A Telltale Adventure Series (2014)
A point-and-click adventure game from Telltale Studios (the makers of The Walking Dead, Tales from Monkey Island and The Wolf Among Us, amongst others), to be released in five parts from late 2014. The game is based on the TV show's version of the story.