My friend and I came up with a theory once: The world GoT takes place in is Purgatory, that's why all the good guys, kids, and completely, totally evil guys get killed, it's because they've been judged and can now go elsewhere in the afterworld. Everyone else is squabbling nonstop to hold meaningless power there and are judged on how they hold/use it etc. because nobody in power seems to survive very long.
Peter Jackson's Middle Earth is a comparatively bright and happy place with happy endings, and thusly would be heaven. Everyone who's good gets to spend eternity effectively LARPing with God (Gandalf). This is evident in the many comparisons that can be drawn between Eddard and Thorin Oakenshield. (Severe, vikingy bearded guys with long hair wearing dark plain furs on personal vendettas against people who murdered their family members...)
If you're evil, you wake up in a certain undead asylum and spend eternity dying over and over again trying to fend off your own personal darkness... (Because the Dark Souls universe seems to be the only place that sucks more than Game Of Thrones land.)
There you go, the ultimate crossover fan theory. 4chan can suck it.