With Stannis arriving at the Wall to save the Night's Watch during their battle with the wildlings, Mance Rayder had to face justice. He's burned alive by Melisandre, before being killed by archers on Jon's orders. It's largely the same in the show, apart from there he fires the fatal arrow himself. It's after the death that things really differ. In the show he really does seem to be definitely dead, but in the books there's actually a switch. Rayder conspired with Melisandre, as unthinkable as that may sound, with the Red Priestess using a glamour on the wildling Rattleshirt to disguise him as Mance, and vice versa. Initially it's known only to Mance and Melisandre, before being revealed to Jon after he receives word of his sister being at Winterfell with Ramsay Bolton. It's a big reveal, and a thankful reprieve for an interesting character, but it doesn't look as though it'll be happening on the show. It also means we might not be getting the mysterious 'pink letter', which is purportedly from Ramsay to Jon, telling him that he has Mance imprisoned, and the former King-Beyond-The-Wall is using the skins of his spearwives to keep warm.