Since you're into ASOIAF now Eric, here's a part of the discussion on the SA books forum where they talk about doing Warhammer armies based on the houses in the books:
The whole thread is very spoilerrific so BEWARE!

It would be very easy to do a Bretonnian army themed around one of the great houses. Just stay away from Pegasus Knights and paint the appropriate heraldry on each of your guys. Bretonnians are very much based around heroic lance charges though. A more tactical, infantry-heavy army would be more more effective with the Empire list (with no guns or wizards, obviously), though most of the Empire model range would look a bit out of place.

Here's how I'd do various major players:

House Lannister: lots of large spearmen regiments with detachments of archers and militiamen. Use Bretonnian knight models with the Empire rules. Tywin Lannister counts as an Empire General (or with Ld 10 for +25 points). Jaime Lannister, with two hands, counts as a Templar Grand Master (+10 pts for WS 7). Gregor Clegane counts as a Templar Grand Master with Frenzy (+25 pts). Tyrion Lannister counts as an engineer or something equally useless, but with a 4+ ward save to represent his incredible luck. Have a couple of cannon on the sideboard for those occasions when you actually want to win a game.

House Baratheon & House Tyrell (Renly's army): sure, they never actually fought any battles, but it'd be fun to do nonetheless. Make it a straightforward Bretonnian army. Rainbow Guard count as 7 Grail Knights . Loras Tyrell gets WS 7.

House Stark: The Middenheim list would be ideal, but it's not valid with the release of the new Empire book. I'd treat it as Empire with lots of militia. For knights use either Kislevite Winged Lancers without the wings or Knights of the White Wolf with lances instead of hammers. A direwolf counts as a daemon hound of Khorne.

House Greyjoy: proxy human models for Beasts of Chaos - I think their ambush and raider rules reflect the Ironborn's style of warfare pretty well. Allowable units would be Wargor (Leaders), Beastherds (Raiders), Bestigor (elite Ironborn). Named Greyjoy characters count as Wargors with an extra point or two of Leadership. This wouldn't be a competitive list in the slightest, so I won't get anal about points costs and stat tweaks.

House Targaryen: Dogs of War, I guess? You'd have to take models from all over. Dragon hatchlings could probably count as great eagles. Dothraki would be some form of light cavalry but better than the entry in the Dogs of War list. The Unsullied would be spear-armed infantry with the Unbreakable and Immune to Psychology rules - does any existing Warhammer unit fit the bill?