Named characters only. Including extras the Frey's are far, far, far in the lead.
Females married into another family are categorized into the married family, excluding Cersei.
Cersei & Jaime's children are categorized as Lannisters, as the last official Baratheon (Stannis) considered them such, and they don't have any Baratheon blood.
Jon is categorized as a Stark because he'll always be one in my eyes.
Would be really interesting to see a map and see where all of the characters have died. Looking at that list the large majority of them have died within castles and strongholds, hardly any in battle or while travelling.