Oberyn had poison on his spear blades. The Mountain was taken up to Qyburn's lab where he would die until Cercei gave him permission to keep him alive using his "unsanctioned" skills. Qyburn warned her that the process would change him. She then asked if it would weaken him, and Qyburn replied rather sarcastically... "oh... no". The creature is Gregor Clegane. Too bad, I liked his brother and would have preferred him to live.
Are you a book reader? There's a pretty solid fan theory that The Hound managed to survive.
No, I have read no books. Anything I found out I got from Wiki sites, and that's only because I was curious about the fate of Syrio Forel and just could not stop reading. I "accidentally" read about the Red Wedding, the death of Oberyn, and how the Hound goes down this way. It was no fun knowing what would happen in the show... so I banned myself from searching further. I did read comments that talked about Jon Snow getting stabbed, but nothing about him getting killed. That's a surprise.
If the Hound lived, I would have thought that Brienne and Podrick would have found and helped him after the fight. This was not the case. I find it hard to believe that Arya would go down there and have an entire conversation with him, but the knightly Brienne and the wannabe knightly Podrick would just leave without at least giving him a decent burial. He was afterall, a Kingsguard.