Yeah almost no-one looks like they should. It doesn't bother me much except when the books highlights character's familiarity. So really the only thing that annoys me for Game Of Thrones is that none of the stark family look anything alike. Well Sansa and Robb at least have reddish hair like Catelyn but Arya and Jon look nothing like Sean Bean.

Also does Rickon even exist? He's been named dropped but I don't recall seeing him.