Sandor Clegane is dead(?) and Arya has used the silver coin that Jaquen Hgar gave her to buy passage to Braavos, and is training to become a disciple of the God of Many Faces
Bran is presumed dead by all and sundry, and is actually north of the wall with Hodor, Meera and Jojen looking for the '3 eyed crow'
Rickon has vanished with Osha
John Snow has been made Lord Commander at the Wall. He has sent Sam Tarly south to train as a Maester with Maester Aemon, Gilly and a switcheroo of Mance Rayder's child, to keep their kings blood away from Melisandre. Aemon dies en route
Stannis is at the wall and has crushed the wildlings. John Snow is attempting to broker a peace with the wildlings against the Others before winter sets in
Sansa is at the Eyrie, and is pretending to be littlefinger's daughter for safety. Lisa Arryn has been murdered by Littlefinger (got away clean with the crime) and winter is coming, so they are abandoning the Eyrie for one of the lower way castles. Littlefinger has brokered a detante with the Eyrie lords, allowing him time to foster Robert Arryn, who is getting sicker and weaker. Littlefinger intends to betrothe Sansa to Harry the Heir - The next in line to the Eyrie if sickly Robert Arryn dies. Sansa is still technically married to Tyrion.
Brienne is still unsuccessfully looking for Arya and Sansa, and has met up with the Zombie Lady Catelyn. Dondarrion is dead. Rorge and Biter are dead.
Jaime is tidying up loose ends in the Riverlands, negotiating a surrender of Riverrun from Edmure Tully, for protection of himself and his wife (Roslyn Frey) at Casterly Rock. Bryndon Blackfish has escaped.
Tyrion escaped from prison with the help of Varys and Jaime, killed Shae and Tywin, and has been smuggled to Pentos to Magister Illyrio.
Cersei is off the wall, has been giving people she dislikes to Qyburn for his torture and experiments (including the corpse of Gregor Clegane) and has, through torture and enticements, ensured some people have accused Margaery Tyrell of licensciousness and gross indecency. This has backfired and Cersei has been arrested by the New High Septon. Her ships have all been stolen by Aurene Waters. The Lannisters are on the verge of winning the friendship of White Haven in the north though, and there are reports that the Onion Knight (Stannis' hand) has been executed as he sought white haven's friendship for stannis.
Tommen is still on the throne, with Kevan Lannister his ward, and a council mostly formed of Tyrells and the like. Tommen is a sweet kid.
Margaery is sure she will be found innocent, and it doesnt really matter, because the Tyrells have an army at King's landing, after Mace abandoned the siege of Storm's end to see to his daughter. Stannis sort of still holds Storms end.
Dragonstone however has fallen to Loras Tyrell, who was apparently grievously wounded and burned with boiling oil after Cersei tricked him into rashly assaulting Dragonstone in order to be back quicker to protect Margaery.
Myrcilla is still in Dorne at the watergardens, missing an ear. The failed attempt to crown Myrcilla by Arienne Martell and her bunch of idiot lackwit companions was crushed by Areo Hotah on the command of prince Doran. This was done in an attempt to take vengeance for the death of Oberyn Martell in the duel for Tyrion's innocence vs Gregor Clegane. Arys Oakheart (Kingsguard) was killed in this monumental cock up, and Gerold Dayne (Darkstar) attempted to kill Myrcilla to ensure war with the Lannisters, but only managed to cut off her ear, whilst fleeing. Myrcilla is engaged to Trystane Martell, and Doran is trying to delay Balon Swan (Kingsguard) as he comes through Dorne to investigate what is going on, whilst the Dornish get their story straight. Meanwhile, it is revealed that the Dornish had secretly been supporters of the Targaryen king in exile (Viserys) and had been making secret preparations to prepare for his return, including the eventual marriage between Arriene and Viserys. With Viserys dead, that's off the cards, and there are rumours that another Martell, Quentyn (Doran's other son) is faffing about on the other continent...
Daenarys is stuck in the city of Mereen, after conquering it and freeing its slaves, but is suffering terrorist attacks from loyalist 'Sons of the Harpy'. Daenarys has found out that Jorah Mormont used to inform against her, and has sent him into exile, whilst retaining Barristan Selmy. Meanwhile all the other slaving cities have raised armies and are closing in on her. The tower has sent her a Maester, but he has not arrived yet.
The death of Balon Greyjoy left a leadership void in the Ironborn, and a kingsmoot gathered to elect a new king. Euron Greyjoy (The Crow's eye, the evil brother) was crowned over Asha and Victarion. Asha has fled, whilst Victarion has grudgingly bent the knee. Aeron Damphair has disappeared. Euron has a dragonhorne, which turns anyone who blows it's lungs to ash, but has the power (supposedly) to bind dragons to it's will. The ironborn are raiding up and down the coast all the way to the arbor. Victarion has been sent with the greater part of the fleet to seek out Daenarys and bring her to be Euron's wife, and to bind the dragons with the dragonhorn, which Victarion secretly plans to do himself. The situation in the north mainland looks increasingly desperate for the ironborn however, as the alliance of traitors between Roose Bolton and the Freys has marched north, and is being held back only by the pitiful ironborn defenders at moat Cailin. The bastard of Bolton is amassing forces and influence in the north. Theon is missing, presumed dead.