Spared death all the way back in season 1, Arya's beloved direwolf ran away when she threw stones at her to help her escape execution. Of course, Sansas wolf Lady ultimately paid the price, but Nymeria is still out there somewhere, at large. References are made throughout the books to a huge she-wolf roaming around the Riverlands, while Arya herself has wolf-dreams and shows signs of being a warg like her brothers John and Bran. Indeed, it is strongly suggested that it is Arya, as Nymeria, who pulls the corpse of her mother from the river before the Brotherhood come along. While this hasnt been shown on TV, given the wolf hasnt died and the importance of the connection between the Starks and their wolves, theres every reason to expect a reunion at some point.