I was just looking up all the major awards history for the show the other day, for one thing its won the Best Drama Emmy more than I'd actually thought it had. I forget now if it was for after season 5, or maybe just 7, but that it won the Best Drama even for a season where many fans thought it was overall one of the weakest runs of the show.
But Lena Headley definitely seems to be the cast member that's racked up the most nominations without a single win. I think there was one season so far she didn't get nominated for Actress. While I would have no problem with her winning on her last chance, and she no question is a fantastic actress, yet when you really look at it, she doesn't have nearly a varied arc to the same degree that Nikolaj Coster-Waldau has, and I don't think he's landed a single nomination yet. I mean Cersei's had an "arc", but it's pretty much just mostly gone in a straight line. She was already not the nicest or fairest person in the world at the start, and she just became more scheming and duplicitous over time to now becoming just like full on delusional and borderline insane. It's a bold line but all in one direction.
If I'm Peter Dinklage with my 3 wins or whatever it is, I tell my reps to not even put my name forth for consideration, let Jaime get a chance
That's what Bryan Cranston did after awhile.