Sorry for multiple posts, but I'm in a post- books re-read spiral! So at the end of ADWD Asha/Yara is a prisoner of Stannis, who is somewhere in the snow outside Winterfell. Selyse and Shireen are at the Wall with Melisandre. Theon and Jeyne Poole have just stumbled into camp.
Jon has just been stabbed. He was on the verge of sending Tormund to Hardhome to save wildlings from dead things in the water. Alys Karstark arrived and was married to a Thenn.
Davos has been sent to Skagos to find Rickon (I am dying to find out what happens there!) by Lord Manderly. Lord Manderly is in Winterfell with Roose and Ramsay Bolton and has been slashed across the throats but we don't know whether he's dead or not.
Jon sent Mance Rayder south to rescue 'Arya' but he has been captured by Ramsay, who sent him a letter saying he will kill Mance and Arya unless Jon stays at the Wall. Jon is about to ride south with wildlings as support, in defiance of his vows, when he is stabbed.
Sansa is in the Vale and Littlefinger has a plot to marry her to Harry the Heir, at which point he will probably kill off Sweetrobin and announce Sansa's heritage. Wondering whether the plan is for Sansa to be declared Queen of the Vale and of the North at that point (the Vale being one of the original Seven Kingdoms).
Arya is still learning to be a Faceless Man. She's not blind for half as long in the book as it seems in the show!
Bran is under the tree learning to be the Three Eyed Raven and warging into Hodor and Summer. Interestingly, it is set out clearly at the beginning of the book that warging into a person is an abomination. Is Bran unwittingly becoming an abomination?
Sam is en route to Oldtown with Gilly and Mance's baby.
Cersei has just done the walk of shame and everyone is assuming she's toast.
Brienne and Jaime were last seen heading off together - Brienne was captured at the end of AFOC by Lady Stoneheart and was about to be hanged when she shouted a word. I know the word is revealed in the show but I can't remember what it is! Then she appears to Jaime and says he has to leave his army and go with her and it's to do with her quest for finding Sansa/Arya.
Dany has just been discovered by the enemy Dothraki.