We still haven't seen Storm's end in Game of Thrones:
Unlike Dragonstone, which once belonged to the Targaryens before Robert Baratheon seated his brother Stannis on its stone throne, Storm’s End has so far gone unseen in Game of Thrones. Located in Shipbreaker Bay, to the south of King’s Landing and Blackwater Bay, Storm’s End has been the seat of Baratheon power ever since it was captured by Orys Baratheon, a commander in Aegon Targaryen’s army, which invaded Westeros hundreds of years before the events of Game of Thrones. It is an intimidating fortress, which held strong against a siege by House Tyrell during Robert’s Rebellion, which overthrew the Targaryens and put the Baratheons on the Iron Throne.
The last lord of Storm’s End was Renly Baratheon, who died all the way back in Game of Thrones Season 2, in the early days of the War of the Five Kings. Since then Storm’s End has been unoccupied by a Baratheon lord, its ownership uncertain after Stannis, the last of the Baratheons was killed attacking Winterfell.
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