Game of Thrones Season 6 Episode 04 Book of the Stranger
Littlefinger arrives at Runestone in the Vale, with a pet falcon for his nephew, Lord of the Eyrie Robin Arryn and tells Arryn of how his cousin Sansa Stark has escaped the Boltons and is taking refuge at Castle Black, but that she is still not safe. Arryn agrees to command Royce to lead the knights of the Vale to protect her.
LITTLEFINGER: I bring good news. My friends in the North tell me Sansa has escaped Winterfell. I expect she’s headed to Castle Black where her brother serves as Lord Commander. But she won’t be safe there, not with the Boltons after her.
ROBIN: She’s my cousin. We should help her.
LITTLEFINGER: That was my instinct as well. Our lord has spoken. Gather the Knights of the Vale. The time has come to join the fray.