Much like the Total War series, anything in the Mount & Blade franchise is just begging to be modded to represent Westeros or the lands beyond the Narrow Sea.
There a ton of Warband mods that bring in various elements of A Song Of Ice And Fire, but easily among the most ambitious is A Clash Of Kings, which sets you as a nobody-peasant on the road to greatness in any of the clashing Westerosi armies.
Join up with Robert's Rebellion, conquer Harrenhal, mix it up with Stannis Baratheon, or do anything else you'd like while roaming the Seven Kingdoms. Recent updates have fixed some issues like a lack of diplomacy, so if you heard negative things about the mod in the past, give it a try now.
Also worth checking out is A World Of Ice And Fire, which has you starting your own great house and duking it out for control of the Iron Throne.