In typical Petyr Baelish fashion, hes set up all the pieces on the board, moved them into the positions he wants, and then disappeared while the chaos descends, advancing himself up the ladder in the process. We havent sen Littlefinger since The Gift, when he was giving Lady Olenna a present in the shape of Lancel. He arranged for Sansa to marry Ramsay, hes aware of Stannis preparing to lay siege to Winterfell, and he also has the Lords of the Vale ready to swoop in and take the North for themselves, with the backing of the Lannisters, who hes sold out to the Faith. Basically he has his little fingers in a lot pies, and now hes either going to be stuffing his face or getting burned. In a similar role to Baelish is Varys, who remains in the shadows, spinning his webs and letting others do the rest. He helped Tyrion escape, and set him on the path to Daenerys, but we havent seen him since Jorah kidnapped the imp. Its unlikely the Spider remained in Volantis, so will he show up again in Tyrions story, or perhaps headed back to Kings Landing to once more help control the fate of the realm, which is in a rather delicate position as things stand.