Stannis Baratheon is my favorite character but his story line has been brutally altered and ended on the show Game of Thrones three seasons ago.
Stannis Baratheon is very much alive in the books. He helps the Nights Watch win the battle against the wildlings. He then asks for swearing fealty from many northern houses but almost all of them refuse, few like Karstarks agree. He then marches towards Winterfell to fight against the Boltons. Jon Snow advises Stannis to march to Deepwood Motte which was still under captivity of the Iron borns. Stannis listens to Jon and marches towards Deepwood Motte. He leaves his family, his wife and daughter, along with his squire and most importantly the red-woman, Melisandre at Castle Black. His army attacks and captures DeepWood Motte and defeat the Greyjoys led by Asha (Yara in the show). Stannis also bestows the castle to the Glovers, original owners of Deepwood Motte. This act receives praise from many northern houses and many including the Mormonts declare fealty to Stannis. While Stannis is still marching, he takes Asha Greyjoy as his prisoner. He meets the Iron Bank representative who also promises to help him. The Iron Bank representative has just returned from the Wall and Jon Snow had a message for Stannis saying that the Karstarks are going to betray Stannis for Boltons. Stannis immediately arrests the Karstarks. The Iron Bank representative also find a young girl who claims to be Arya Stark along with Theon Greyjoy who was a captive of Ramsay Bolton. Stannis prepares to send this girl Arya Stark to the Wall to meet with her half-brother Jon Snow. He also plans to execute Theon for betraying the Starks. Since he had both Greyjoy brother and sister, he let Asha meet Theon. Stannis, the hardliner is resolute to defeat Roose Bolton and free Winterfell. He sends his hand Ser Davos to meet lord Manderly, an important house in the north to declare for him but Manderly refuses and is believed to have executed Davos on orders of Cersei Lannister. Unmoved by these news and events, Stannis is all set to march against the bitter weather.