So (spoilers for all published ASOIAF books,)
House Stark arguably suffers one of the worst fates of Westeros. Lord Eddard Stark is dead, so is his overlord Robert Baratheon; his wife and eldest son are slaughtered in the Red Wedding; all four of his remaining trueborn children are missing; his bastard son is presumably dead at the hands of his own men; the Starks have no viable heirs unless Bran or Rickon ever surface; Lord Stark's ancestral sword Ice was destroyed; his home burned to the ground; nearly all of his household were murdered.
The question is, does any House suffer a worse fate than this? The slaughter of Elia, Rhaenys and Aegon, and Daenerys and Viserys' subsequent exile are pretty nasty, but Daenerys is hardly complaining with a huge army and three dragons behind her. I'm not considering the Reynes and the Tarbecks - nasty as their extermination was - because there are no surviving members.