The Direwolf is an abnormally large and thought to be extinct creature in northern Westeros. It is also the sigil of House Stark, the ruling family in The North. Belonging to the family of wolves, direwolves are very intelligent, fierce and loyal creatures, and can grow to enormous sizes. As direwolves grow they develop distinct features which distinguish them from their lesser wolf brethren. The head will be larger and the legs proportionately longer than other members of the wolf family. Having not been sighted for about 200 years south of the Wall, these creatures are considered to be mythical or extinct Animals by much of the population of Westeros.

However, during the first episode of Season 1, "Winter is Coming", five direwolf pups are discovered near Winterfell, along with the corpse of their dead mother. Each one is adopted by the five trueborn children of Lord Eddard Stark. Moments later, a sixth albino pup is also discovered, which is then adopted by Lord Eddard's bastard son, Jon Snow.

These direwolves prove to be very loyal and protective of the family and particularly of their individual masters, consistently remaining by their sides when able. The personalities of each direwolf also reflect their master's, such as Lady's prim and proper behavior, Nymeria's rebelliousness, Summer's loyalty and adventurousness, Grey Wind's furiosity and discipline, Ghost's individuality and intelligence, and Shaggydog's wildness.

The six direwolves belonging to House Stark are as follows:

Grey Wind, adopted by Robb Stark
Lady, adopted by Sansa Stark
Nymeria, adopted by Arya Stark
Shaggydog, adopted by Rickon Stark
Summer, adopted by Bran Stark
Ghost, adopted by Jon Snow

Out of these six, only three are believed to still be alive.

Lady was put down in place of Nymeria after the latter bit Joffrey Baratheon, Grey Wind was killed by Frey soldiers during the Red Wedding, and Shaggydog appears to have been beheaded by Umber men after they betrayed Rickon Stark and Osha.

Nymeria was chased away by Arya Stark to protect her from being put down. She is now believed to be somewhere in the Riverlands. Summer is with Bran north of The Wall, and Ghost is currently with Jon Snow at Castle Black.

It killed me to see another direwolf dead this week...