Obviously anyone who's read past book 3 in the Song Of Ice And Fire saga will know this already, but if you thought you'd seen the last of Catelyn Stark when she had her throat cut at the end of episode 9 of HBO's Game Of Thrones season 3, think again!
Catelyn did not survive such a mortal wound of course, but as we know, there are those in Westeros with the power to resurrect the dead -- Thoros of Myr being one of them. It turns out that Thoros and the rest of the Brotherhood Without Banners happen upon the aftermath of the massacre at The Twins. With Thoros' help Beric Dondarrion is somehow able to give his own life to the "Red God" in exchange for Catelyn's, raising her from the dead and making her the new leader of The Brotherhood. Zombie Catelyn can barely speak (a throat slicing will do that) and sports gruesome scars down her face from where she raked her own skin with her nails after Robb is killed in front of her (this does not happen in the show though). Calling herself "Lady Stoneheart", Catelyn makes it her mission to track down any Frey -- whether they were directly involved in the Red Wedding or not - and hang them. She is only introduced right at the end of book 3, and actually doesn't get a lot to do in either of the succeeding novels. So far, Stoneheart's most notable act is capturing Brienne -- who is now travelling with Tyrion's former squire Podrick -- and threatening to hang them if they don't track down Jamie Lannister and bring him to the Brotherhood for judgement.
Actress Michelle Fairley has stated that she's definitely finished up on the show, so it's not certain that HBO will go this route. But although she doesn't play a major part in the story so far, Stoneheart will no doubt factor in heavily in the two final books -- so I can't imagine the showrunners would leave her out of the tv adaptation altogether. Perhaps we'll find out as soon as next week!