Cleos Baratheon is the youngest brother of the late King Harys Baratheon. He is an exile, one of the last of his line, and self-proclaimed rightful King of Westeros.
Cleos was born the fourth son of King Renly Baratheon, and while his brothers inherited Storm's End, Dragonstone, and the Red Keep, Cleos accepted he would never own a castle or rule a kingdom.
Yet with the death of his brothers and the near-extinction of House Baratheon, Cleos was forced to take the burden of kingship upon his own shoulders and push his claim to the Iron Throne.
Cleos was present at Storm's End when Orys Connington took it during the War of the Stag and Lion. Storm's End's maester and master-at-arms saved Cleos by faking his death, and Cleos escaped into the Stormlands, where he was forced to survive on his own.
Cleos worked at the Hunted Stag Inn for a while in the Dornish Marches, where Lord Samwell Selmy recognized him and took him under his protection. He was taken to Harvest Hall, where a group of Storm Lords gathered to discuss his future and arrange his coronation. However, Cleos was deemed unworthy of being a King by the lords and was sent to Ashford for his own safety.
In Ashford Cleos encountered a group of ex-guardsmen from Storm's End, who took him captive with the intention of selling him to King Damon Lannister. Cleos' captors were ambushed by Beren Merryweather and Bonifer Tarly, and Cleos escaped.
He continued on to King's Landing, and found refuge in an inn in Fleabottom, where he ended up joining a gang called the Fleas. Cleos lived and fought with the Fleas for several months, until after orchestrating a huge raid on the goldcloak armory, he was forced to flee King's Landing due to rising suspicions about his identity.
Cleos found passage to Mereen, hoping to find alies across the Narrow Sea. Instead, he crossed paths with Patrek Baratheon, his nephew and the rightful heir to the iron throne, who bullied him into serving his ill-pursued claim. Patrek sent Cleos north with instructions to find him an army.
Cleos managed to hire the Moon Men, a group of mercenaries, for Patrek's cause. He immediately encountered problems both with paying for the rowdy sellswords and managing them.
Help for Cleos came in the form of Ser Olyvar Jordayne and the three-thousand men of the Company of the Cat, who had been searching for them since first learning of Cleos' existence. Olyvar swore his sword and his army to Cleos, but Cleos had Ser Olyvar seized and put on trial for the murder of father, whose death he blamed on Olyvar's failure to protect him. However, after defeating Cleos' champion in his trial by combat, Olyvar was knighted to Cleos' Kingsguard, and their forces were combined.
Still lacking enough numbers to present a real threat to the Westerosi throne, Cleos headed to Tyrosh. His attempt to convince the former Archon of Tyrosh to sell him ships and soldiers was met with failure, as news of the Targaryen Queen's ability to ride and command her dragon in battle reached the eastern shores. Touring Myr and Pentos led to similar shortcomings, and Cleos returned to his camp in the Disputed Lands; defeated and in dire need of coin.
Desperate for coin to pay his mercenaries, Cleos directed his attention to Norvos after receiving an invitation to take a contract by the city's magisters. He was made into a Captain by Ser Olyvar, rising to the head of the company overnight.
Renly Baratheon, father (deceased)
Harys Baratheon, brother (deceased)
Joseph Baratheon, brother (deceased)
Edric Baratheon, brother (deceased)
Patrek Baratheon, nephew
"So he is alive in Essos. What of it? Cleos Baratheon is a child, and was the shame of his house when he lived. If he comes to Westeros, I’ll kill him like I killed his brothers." - Damon Lannister
"You think that I stand a chance of taking the Iron Throne? Tell me, how would I do it? I don't have any allies or armies, and nobody would rally to a boy king anyway. I heard what Lord Selmy and his men said, I'm just too... weak." - Cleos Baratheon