Theories abroad (Note: If you haven't read the books, it's a bad idea to read these):
Cersei kills her kids and then dies, or Jaime kills them and her. Kings Landing burns.
Jon is the son of a certain sister of Ned Stark and a certain Prince killed during the civil war.
Tyrion joins up with Dany, and they eventually leave Meeran after beating the slaver armies.
Ramsey is probably killed, or Roose. One or the other. Stannis reclaims winterfell.
Little Rickon is found and White Harbor swears loyalty to Stannis.
Stannis (Before Kings Landing burns) becomes king for a bit, then he too dies.