House Hoare of Harrenhal, the Kings of the Isles and the Rivers, were extinguished in the burning of Harrenhal. Despite being sworn to the Tyrells, the Hightowers of Oldtown are among the oldest and proudest of the Great Houses of Westeros.
Aegon granted Highgarden to House Tyrell, his new Wardens of the South. House Gardener of Highgarden, the Kings of the Reach, were extinguished at the Field of Fire by Aegon's dragons. The Lannisters are the wealthiest of the Great Houses.
House Targaryen conquered most of Westeros during Aegon's Conquest. House Arryn of the Eyrie, the former Kings of Mountain and Vale, became the Wardens of the East, while House Lannister of Casterly Rock, the Kings of the Rock, became the Wardens of the West.