Ghost of High Heart's Dreams

The Ghost from High Hearth has several prophetic dreams in the books:

"The old gods stir and will not let me sleep," she heard the woman say. "I dreamt I saw a shadow with a burning heart butchering a golden stag, aye."

This is Stannis's shadow which comes to kill Renly. The stag is Renly's arm, the burning heart is Stannis's one.

"I dreamt of a man without a face, waiting on a bridge that swayed and swung. On his shoulder perched a drowned crow with seaweed hanging from his wings."

It could mean that a Faceless Man, hired by Euron, murdered Balon Greyjoy.

"I dreamt of a roaring river and a woman that was a fish. Dead she drifted, with red tears on her cheeks, but when her eyes did open, oh, I woke from terror. All this I dreamt, and more."

This is Catelyn's “resurrection”, after she was thrown into the river.

“I dreamt him [Balon] dead and he died, and the iron squids now turn on one another.”

After Balon's death, in fact, all the remaining Greyjoys claimed rights on the Seastone Chair.

“In the hall of kings, the goat sits alone and fevered as the great dog descends on him.”

The hall of kings is Harrenhal, the goat is Vargo Hoat, whose sigil is a black goat. He is fevered because Brienne bit his ear off. The great dog is Gregor Clegane (three black dogs on yellow field is the arm of House Clegane), who will retake Harrenhal and torture Hoat to death.

“I dreamt a wolf howling in the rain, but no one heard his grief," the dwarf woman was saying. "I dreamt such a clangor I thought my head might burst, drums and horns and pipes and screams, but the saddest sound was the little bells.”

This is the description of the Red Wedding. The wolf howling in the rain is Grey Wind. The sound of the little bells comes from Aegon Frey's hat, named “Jinglebell”, killed by Catelyn.

“I dreamt of a maid at a feast, with purple serpents in her hair, venom dripping from their fangs.”

This is Sansa, wearing the purple hairnet with black amethysts at Joffrey's wedding. One of these stones, in fact, will be used to poison the king.

“And later I dreamt that maid again, slaying a savage giant in a castle built of snow.”

This is Sansa again who breaks Robert's doll in his snowcastle at the Eyrie.

Thoros

The red priest squatted down beside her. "My lady," he said, "the Lord granted me a view of Riverrun. An island in a sea of fire, it seemed. The flames were leaping lions with long crimson claws. And how they roared! A sea of Lannisters, my lady. Riverrun will soon come under attack."

With these words, Thoros foretells that Riverrun will be besieged and attacked by Lannisters. And later in the book we know that Daven Lannister, Forley Prester and Ryman Frey are all marching towards Riverrun, and only the Blackfish has remained in that castle, with a little garrison.

Melisandre's Prophecies

"When the red star bleeds and the darkness gathers, Azor Ahai shall be born again amidst smoke and salt."

Dany seems to be the most likely candidate to play the role of Azor Ahai reborn.

She fulfills all the requested “terms”.

Dany woke the dragons from the stone eggs with fire and smoke, and the salt in her tears. What's more, Dany wakes the dragons the same night the comet made its first appearance.

Dany doesn't burn to death, but she reborns in the way she comes out from the flames being a stronger person, a leader, whom the Dothraki will follow.

The dragons could be “Lightbringer” because they can toss fire. And if we follow this supposition, we could notice that there's a parallelism between the three efforts Azor Ahai made in hardening his blade and the three Dany tried in hatching the eggs (first putting them into a brazier, the second time when she comes out from her fever dreams, and the last on Drogo's funeral pyre). What's more, just like Azor Ahai, Dany sacrifices her husband to obtain an arm, and she succeeds taking it away from the fire.

Stannis says that Melisandre has shown him what will be happening in the flames. From a high hill in a forest he saw men in black behind a ring of torches, and shapes moving through the snow outside of it.

This is the attack launched by the wights against the men of the Night's Watch, camped on the Fist of First Men.

More false kings will soon rise to take up the crowns of those who've died.

This prediction reveals itself true: Euron and Tommen have taken respectively the place of Balon and Joffrey.

Dany's Dream

That night she dreamt that she was Rhaegar, riding to the Trident. But she was mounted on a dragon, not a horse. When she saw the Usurper's rebel host across the river they were armored all in ice, but she bathed them in dragonfire and they melted away like dew and turned the Trident into a torrent.

The fact that the opposite army is armoured in ice could mean that the Others will reach the Trident and Dany will ride a dragon there to fight against them. Or in this dream appears the Trident simply because Rhaegar died over there, and the dream means only that Dany will mount her dragon to fight against the Others.

Jojen's Dream

"The wolves will come again," said Jojen solemnly.

"And how would you be knowing, boy?"

"I dreamed it."

This dream probably means that one day the Starks will come back again to Winterfell, and they will regain their power, gettin through the awkward situation they are facing at the end of the “A Storm of Sword” book.

Patchface's Song

"Fool's blood, king's blood, blood on the maiden's thigh, but chains for the guests and chains for the bridegroom, aye aye aye."

It seems to be the description of the Red Wedding; the fool is Jinglebell, the king is Robb, the maiden is Roslin, the bridegroom is Edmure, who was taken prisoner.