There are more single-episode illegal downloads of Game of Thrones than any other TV show, with 4,280,000 illegal downloads for a single episode, according to Torrentfreak.  A number of other shows in the top 10 most-pirated list are associated with games, comic, toys, and other products sold by geek culture retailers: 

#3 -- The Big Bang Theory
#6 -- The Walking Dead
#9 -- Fringe
#10 -- Revolution

The most-pirated rankings are not directly proportional to the legal audience size.  Game of Thrones, for example, has about 4.2 million U.S. TV viewers vs. the 10 million plus viewers of The Walking Dead.  But HBO’s Game of Thrones has less legal availability online than The Walking Dead.

The download audience does give a feel for the total audience, though.  The combined legal and illegal audience of Game of Thrones is 64% as large as The Walking Dead audience; the legal audience is only 39% as large as The Walking Dead’s.