King’s Landing: The Golden Company is a notable sellsword company established by exiles from Westeros, and as of A Dance with Dragons has had a direct impact on the Seven Kingdoms.
Dragonstone: The children and the First Men did form the Pact which survived through the Long Night, and the Children are said to have helped build the Wall, strengthening it with their magic. That said, it’s not clear there were ever children of the forest on Dragonstone.
Possible Developments in Future Books
Winterfell: The history of the Valyrian steel dagger that was used to attempt to kill Bran—especially in regards to false statements made by Littlefinger concerning its ownership—could potentially become a plot point in the later novels. Meera’s reference to Bran having “died” in the cavern may well reflect a nod to the theory that Bran may never leave the hollow hill beneath the great weirwood.
Dragonstone: It seems possible that Theon will meet Jon Snow before the series, given their past antagonism and the travails that have beset them both.
Blackwater Rush: Daenerys’s dragons will surely, at some point, join battle in Westeros. Whether it will be a scenario such as this—attacking an army on the march near King’s Landing—or something else is anyone’s guess.
Entirely Different
Highgarden: Although Martin has indicated Highgarden will have more of a role in the novels, specifically citing Willas Tyrell, the trajectory of the series does not seem to be aiming at the Lannisters sacking Highgarden; the TV show has opted for this route as a means of rapidly evening the odds in their version of the conflict.
King’s Landing: Although the Golden Company becomes involved in affairs in Westeros in the novels, they definitely are not on Cersei Lannisters side in the books. Cersei’s astute handling of the Iron Bank on the show is in sharp contrast to the shambles she makes of relations with the bank in A Feast for Crows.
Winterfell: Littlefinger is very unlikely to ever encounter Bran Stark in the novels. Arya is equally unlikely to cross swords with Brienne of Tarth, especially given that she is rather a good deal younger in the books than she is on the TV show.