In King's Landing
Last seen: Rocking a pixie cut after enduring a grueling Walk of Penance, and now looking ahead to a trial for regicide, incest, and the general usurping of her late husband's throne. Also, her daughter died on her way back home.
Last seen: Pouting in his room and refusing to eat. No, really: that's literally what the King of the Iron Throne was last seen doing... Yeah, we kind of miss Joffrey, too.
Ser Pounce, the cat
Last seen: Scurrying around Tommen's bed around the time of his Season 4 coronation. Absent since; presumably thrown from the highest tower of the Red Keep the very second Margaery Tyrell disrobed.
Last seen: Leading the Small Council during Cersei's imprisonment. Appearing vaguely bored by the sight of his naked niece crying and bleeding while covered in urine and dung.
Last seen: Spitting on the laws of Gods and Men by introducing Cersei to the newest member of her King's Guard and his greatest creation...
Ser Gregor Clegane (a.k.a. Zombie Mountain)
Last seen: being colossal, purple, and undead, with eyes that scream, "Every moment I live is agony."
Grand Maester Pycelle
Last seen: Appearing vaguely amused by the sight of his naked Queen Regent crying and bleeding while covered in urine and dung.