Where were all the characters when I last saw them?
All over the place!
Dolores (Evan Rachel Wood): The rancher's daughter closed out Season 1 by shooting Dr. Ford in the head, pulling the trigger seemingly of her own volition. ("It was you talking to me, guiding me," she told herself beforehand. "At last, I arrived here, the center of the maze, and now I finally understand what you were trying to tell me, the thing you've wanted since that very first day, to confront, after this long and vivid nightmare, myself, and who I must become.")
Dr. Ford (Anthony Hopkins): The park mastermind announced his retirement and set his new narrative (about "the birth of a new people and the choices they'll have to make") in motion, sipping Champagne right before taking Dolores' fatal bullet.
Maeve (Thandie Newton): This former brothel madam started acting out at the end of Season 1, questioning her reality and forcing two Delos suckers to help her plot an escape. After seeing a mother hold her daughter close, however, Maeve resolved to stay in the park and find her own robot daughter -- raising questions about whether she was adhering to a new narrative or abandoning it completely.
Bernard (Jeffrey Wright): Ford's right-hand man learned he was a bot and spent much of the end of the season very confused, arguing with his master about what salvation looked like for the automata. ("You needed time. Time to understand your enemy, [the humans]. To become stronger than them," Ford told him before taking Dolores' bullet. "And I'm afraid in order to escape this place, you will need to suffer more.")
Teddy (James Marsden): Right before killing Ford, Dolores gently recruited her longtime beau for the chaos to come. "This world doesn't belong to [the humans]," she told him. "It belongs to us."
Man in Black (Ed Harris): The Man in Black, revealed to be the older version of a mostly insipid William, listened to Ford's retirement speech from afar before sustaining a non-fatal gunshot wound in the arm.
William (Jimmi Simpson): Younger William had just begun his very on-the-nose transformation into the Man in Black after he "figured out how to play" the game, which apparently means brutally chopping up a bunch of hosts while your horrified brother-in-law is passed out.
HBO has confirmed that all the above actors -- except Hopkins -- will return for Season 2.