Show creators David Benioff and D.B. Weiss explained in their DVD commentary, “The last head on the left is George Bush. George Bush’s head appears in a couple of beheading scenes. It’s not a choice, it’s not a political statement. We just had to use whatever head we had around.”
You can hear their commentary with one of the scenes in question at i09
Update: HBO and Benioff and Weiss issued statements apologising for the incident.
“We use a lot of prosthetic body parts on the show: heads, arms, etc. We can’t afford to have these all made from scratch, especially in scenes where we need a lot of them, so we rent them in bulk. After the scene was already shot, someone pointed out that one of the heads looked like George W. Bush,” Benioff and Weiss said. “In the DVD commentary, we mentioned this, though we should not have. We meant no disrespect to the former President and apologize if anything we said or did suggested otherwise.”
HBO added: “We were deeply dismayed to see this and find it unacceptable, disrespectful and in very bad taste. We made this clear to the executive producers of the series who apologized immediately for this inadvertent careless mistake. We are sorry this happened and will have it removed from any future DVD production.”