The deal with HBO is part if a multi-year license agreement which will see new episodes be added to Prime Instant Video approximately three years after airing on HBO, which means that Game of Thrones won't be available for another few months (or it might have been excluded).
The first of the new content will be added on 21 May, and whatever existing content was available has been removed. I'm pretty sure some shows like Veep already were available to Prime members, but that is no longer true. In related news, Amazon is also announcing today that HBO's streaming video service HBO GO will become available on Fire TV, hopefully by the end of the year.
Amazon Prime Instant Video is one of several benefits available under Amazon Prime, a $99 membership program that offers reduced shipping costs, free ebooks, and other benefits.