Game of Thrones season 8, episode 5, "The Bells" appeared to kill off both Jaime and Cersei Lannister - but are they really dead? When it became clear that Daenerys had won the Battle of King's Landing, the two of them fled down into the deepest depths of the Red Keep, where Tyrion had arranged a way for them to escape, only to find that the crumbling masonry had blocked their exit. Jaime then comforted a terrified Cersei as the ceilings began to collapse around them, and they disappeared in a haze of dust and rubble.
The obvious implication is that Jaime and Cersei are both dead, especially given that Jaime had been badly wounded by Euron Greyjoy earlier in the episode. However, Game of Thrones fans will likely be made skeptical by the fact that we didn't actually see them die, and also that Cersei's death doesn't quite fit the prophecy from the books that, "When your tears have drowned you, the valonqar (little brother) shall wrap his hands about your pale white throat and choke the life from you."
If Cersei and Jaime really are dead, then their final moments in "The Bells" could be interpreted as a twist on the prophecy, since Cersei was certainly drowning in tears and Jaime did put his hands around her to hold her. It also fits with what Jaime said to Bronn about wanting to die "in the arms of the woman I love." However, while character development has certainly taken a hit in Game of Thrones season 8, dying weeping in Jaime's arms seems like quite a lackluster ending for Cersei, who is arguably the show's greatest villain.
Based on what we saw in this episode, Jaime Lannister is almost certainly dead. He was already bleeding out when the rocks fell around them, and dying in such a way compliments the earlier foreshadowing about him dying in the arms of the woman he loves. However, Cersei still has one "valonqar" left, so it wouldn't be at all surprising if she returned to wreak havoc one last time in the season finale, before finally being killed by Tyrion.
There are numerous ways that Cersei might have survived the collapse of the Red Keep. She may have been shielded from falling rocks by Jaime's body (similar to how the Mountain served as a human shield earlier in the episode), or the shaking might have dislodged the rubble blocking the exits, allowing Cersei to reach the waiting boat outside. That would certainly be far-fetched, but it wouldn't be the most far-fetched thing that's happened this season.
With only one episode left to go, however, perhaps both Cersei and Jaime really did meet their end underneath the Red Keep, leaving Tyrion behind as the show's final Lannister. And once Daenerys finds out that Tyrion let Jaime go, he could meet the same unfortunate end as Varys.