In Game of Thrones Melisandre conjures a shadow ghost with King Stannis to kill Renly. She cannot continue doing this as Stannis becomes weak due to this magic.
Later, she uses GendryGendry's (King Robert's bastard) blood for magic. So I wonder why she didn't use the "King beyond the Wall" Mance Rayder for magic once Stannis had captured him. In fact, Stannis was in need of help that moment as he was marching to Winterfell.