After a flopped seduction, poor Osha got a knife to the throat, courtesy of Ramsay Bolton in the Season 6, episode "Book of the Stranger." So why did Ramsay kill Osha on Game of Thrones? The murder wasn't a huge surprise, all things considered.
Fans were pretty fearful of Osha and Rickon's fate once they were presented to Ramsay as a "gift" by Lord Smalljon Umber in the episode "Oathbreaker." Rickon's death seemed inevitable, considering Ramsay wishes to eliminate all possible claims to Winterfell in an effort to remain Warden of the North. He already murdered his father Roose Bolton, his step-mother Walda Frey, and her infant son, who could potentially have had a somewhat more legitimate claim to the throne, considering Ramsay (though technically legitimized by the crown) is a bastard.
Killing all remaining male Stark heirs seems to be his subsequent goal, along with getting Sansa back in his clutches so she can bear him a son, and he can cash in on the undying loyalty the people of Winterfell feel for the Starks. Alas, when Osha is delivered to Lord Bolton's chambers, it isn't for a quick chat. While she seems to amuse him at first, telling him that unless he eats the victims represented by the flayed men on his banners, that she's seen worse.
He asks if she serves House Stark, and she craftily frames herself as being forced into it, placed in chains with a sword to her throat. Ramsay points out that the Starks have been gone for a long time, and yet, she continued to protect Rickon.
Cool as a cucumber, Osha shrugs that Rickon would fetch a good price to the right buyer, which is why she stayed by his side; the Starks never paid her wages, after all. Ramsay doesn't really buy it, considering Rickon is no longer under her protection, and asks her what use he could possibly have for her.
Cleverly taking advantage of the fact that Ramsay allowed her a bath and clean clothes, she coyly suggests that he may have had intentions to make her his sexual object. She tries to get back some power by seducing him willingly — of course, with her fingers inching towards a knife the whole time.
For a moment, it seems as though Ramsay relaxes into it. But ultimately, he brings up Theon Greyjoy, and how he admitted, under torture, that Bran and Rickon escaped Winterfell, who helped them, and how she did it.
Before Osha can reach the knife, Ramsay slits her throat, and she bleeds out on the floor in front of him. Unfortunately, in addition to losing a beloved character (RIP, Tonks), this means Rickon loses one more line of defense in staying alive at the hands of Ramsay Bolton.