Random House Publishing and Fantasy Flight Games have teamed up to release A World of Ice and Fire, a stunning guide to the people and places of Westeros.
While it's free to download, you're only given a limited selection of content; to unlock the full range of entries, you're going to have to pay. But that may well be worth it if you're the type to get lost while watching the show/reading the books, as the articles are detailed, have fantastic art (much of it from the official Fantasy Flight board game) and, best of all, many of them drop a pin on a map of the world to let you get your bearings.
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George R. R. Martin's A World of Ice and Fire – A Game of Thrones Guide [iTunes]