When Joffrey was choking last episode, Dontos the fool approached Sansa at her table and told her to come with him. Sneaking away, they make it to a small boat by nightfall and row out to a ship. Climbing aboard, Petyr Baelish, a.k.a. Littlefinger, is revealed as the man who had Dontos rescue her. Instead of giving Dontos the payment he was promised, Baelish instead rewards the fools efforts by having him killed. Sansa is horrified, but Baelish tells her that eventually Dontos would have revealed their secret. Showing her that the necklace that Dontos gave her is a fake, he reminds her that everyone in Kings Landing is a liar, but promises her that shes safe now. Why Baelish is rescuing Sansa is unclear. On first glance, it could be because he wants to protect the daughter of the woman he loved, although its also possible he may have...other interests in her (as in the creepy kind). However, Baelish has always been one of the shows most calculating characters. Considering Dontos knew to take Sansa away right as Joffrey was choking, clearly Baelish must have had a hand in his death, or least known about it ahead of time. We may not know the full extent of his plans for quite awhile, but its doubtful he saved Sansa out of the goodness of his heart.