Just outside Winterfell
Sansa Stark Bolton
Last seen: Having an all-around rough year. Narrowly escaping an arrow to the gut by Myranda (RIP) and spitting in the face of gravity by jumping off the walls of Winterfell with Theon, preferring that fate to having Ramsay Bolton as her husband.
Last seen: Displaying agency for the first time in, like, three seasons! Good for you, Theon. Theon, your name is Theon... rhymes with peon...
Brienne of Tarth
Last seen: Beheading Stannis Baratheon like she swore she would back in Season 2. Generally, just keeping oaths left and right -- even when it means staring at a tower for, presumably, weeks, if not months, waiting for a candle to light up.
Last seen: Transitioning from "useless squire" to "borderline helpful squire," according to Brienne's very high standards.