I'm trying to think of a comparable scene from any other TV show, and I'm drawing a blank.
Define 'comparable' (I mean I don't watch this show so I can't infer that accurately). Two things come to mind immediately though. In
Cold Lazarus there is an extended sequence showing the memories of Daniel Feeld in which we see him as a boy (played alternatively by a child actor and Albert Finney dressed as a child) being attacked and raped by a tramp (and we also see his trauma afterwards
and the trauma of the people who watched his memory. It's a bundle of laughs is
Cold Lazarus),* while in
Red Riding we see flashbacks of the young BJ about to be passed around a paedophile ring ("Mr Piggott is king today"). Of course both of those TV dramas were not created as Entertainment in the way that Game of Thrones is, which does arguably alter matters.
*Actually there is a lot of very funny things in it, but...