- Brienne's entire arc (calling out Stannis!?!?)
- Shireen going with Stannis

Vox's weekly article highlighting the differences is a great read as well:

http://www.vox.com/2015/5/10/8583315/game-of-thrones-episode-5-adaptation

http://www.vox.com/2015/5/3/8539501/game-of-thrones-episode-4-adaptation/in/8156066

http://www.vox.com/2015/4/26/8500793/game-of-thrones-episode-3-adaptation/in/8156066

http://www.vox.com/2015/4/19/8445365/game-of-thrones-adaptation-episode-2/in/8156066

http://www.vox.com/2015/4/12/8383337/game-of-thrones-season-5-changes/in/8156066