So I tried to compile a list of Houses that have been wiped out in the events of the show thus far, there are a few questions after the last episode but here goes:
House Mormont: Extinct. Jeor died during the Mutiny at Craster's Keep. Lyanna and Jorah both died at the Battle of Winterfell. (Jorah was banished from the Realm, but was pardoned by the Crown while in Vaes Dothrak so technically he earned his claim to Bear Island back although he never sought to act on it.)
House Tyrell: Extinct. Loras, Margaery, and Mace all died at the Sept of Baelor. Olenna died at the fall of Highgarden at the hands of the Lannisters.
House Bolton: Extinct. Roose died at the hands of Ramsay. Walda and Roose's trueborn child were killed by Ramay's hounds. Ramsay died after the Battle of the Bastards.
House Baratheon: Extinct*. Robert died in King's Landing after being gored by a boar. His children Joffrey, Myrcella, and Tommen were unsubstantiated post mortem. Renly was assassinated outside of Storm's End by black magic. Stannis died attempting to take Winterfell from the Boltons. His wife Selyse hung herself and daughter Shireen was sacrificed. *Gendry can be substantiated as a Baratheon thus continuing the line*
House Martell: Extinct* Oberyn dies fighting as proxy for Tyrion Lannister against Ser Gregor Clegane in a trial by combat at King's Landing. Prince Doran is assassinated by Elia Martell in the Water Gardens of Dorne. Trystane is assassinated by the Sand Snakes en route to King's Landing. *In the books Quentyn is killed by Vyserion while attempting to tame him in Meereen. Arianne Martell is not shown in the show, but would have probably been killed by the Sand Snakes during their revolt against the House.*
House Umber: Extinct. Greatjon Umber died during the War of the Five Kings. Smalljon Umber died at the hands of Tormund Giantsbane at the Battle of the Bastards. Ned Umber died at the hands of the Night King at the fall of Last Hearth.
House Frey: Extinct* Although I'm sure that one of his 500 children are still alive somewhere, more likely a daughter than a son, I think it is safe to say that Walder Frey's House is as good as extinct after Arya had them all over for some drinks at the Twins.
Those are the Houses that are forsure extinct. After this past week there are definitely more Houses that could be. The showrunners may not make a point to tell us forsure who from where survived.
Here are the top Houses in question after the Battle of Winterfell:
House Karstark: After the War of the Five Kings and the Battle of the Bastards all but decimated the House, the sole surviving heir was young Alys Karstark (who is married away to a Thenn in the books, go figure). She was no doubt in the crypts of Winterfell during the Battle and very well could have died at the hands of a Stark wight.
House Royce: Yohn Royce is alive and kicking right before the Battle but there is a chance he did not make it. I would assume that the showrunners would have given him an onscreen death so my best guess is House Royce is safe, but we will see.
House Tully: Obviously as far as we know Edmure and his wife and child are all still alive but I'm wondering if we ever see him and anyone associated with House Tully again as the show wraps. You would think as much of a key player he was throughout the show that the showrunners would give him some screen time before the series finale if he were still alive...
Did I miss anyone? LMK