In the seasons, Shane dies when they find Hershel’s farm. In the comics Shane does not even make it that far. He dies just a little after Rick finds the group.
In the show Sophia died a little before they found Hershel’s farm. They find her in the barn full of walkers. In the comics, Sophia is still alive. Her and Carl end up getting together.
Instead of Hershel getting beheaded, it is Tyreese who does. Tyreese gets captured by the Governor’s men during the prison raid. Then the Governor cuts his head, using Michonne’s sword, off in front of everyone.
The new character we meet Lilly, the one who killed the Governor, is also in the comics. The thing they changed about her is killing the Governor. I know she shoots him in the head at the end, but that is after Michonne stabs him. Michonne does not stab him in the comics. Lilly kills him because she does not like what the Governor is doing.
Lorie does die in the comics, but not during childbirth like they show in the series. She and the baby die when the Governor tries to take over the prison. So in the mid season finale is where Lorie and Judith actually die. One of the Governor’s men shoots Lorie and the bullet goes through her and hits Judith.
Andrea does not die in the comics. She actually becomes a major role in the comics. So major that her and Rick end up being together. She does not get with the Governor, become a walker, and die at Woodbury.
In the comics the Governor is way worse than how he is in the series. Well at least in my opinion. I say this because in the comics, when the Governor captures Michonne, (and only her. He did not capture Andrea) he does a lot of sexual things with her.
Later on in the comics Governor captures Rick as well. When he captures him he keeps asking him where he and the rest of his group are located. When Rick does not tell him where his group is, the Governor cuts off his hand.