In both the books and the TV show, Stannis Baratheon is believed to have met his end following the battle with Ramsay Bolton.
Recently, on his LiveJournal, George R.R. Martin answered a fan's question to confirm that, in his books, Stannis is alive.
There has been repeated speculation about whether Stannis is in fact dead, primarily due to the failure of the typically brutally violent show to actually show his death.
However, in a Comic-Con panel in July, the director of the episode, David Nutter, confirmed that the intention was that he was dead.
In the books, Stannis appears to be dead, after Jon recieves the "pink letter" at Castle Black, which details how Ramsay has smashed Stannis's army, and lists threats against the Night's Watch, and Jon.
Martin's confirmation that Stannis is alive therefore seems to confirm that the pink letter is at least in part a lie, and gives new hope for the battle against the Boltons in the North.
Alternatively, we have to consider when Martin is talking about — is he referring to the end of Book 5? Up to the end of the preview chapters of Book 6? Or even to all his written text, which could be as far as the end of Book 6?