Melisandre - Dead
Melisandre returned after some time away, and she used all of her power to keep people alive. She also helped Arya realize what she needed to do. In the end, she took off her necklace and died outside Winterfell as her much-older self.
Jon Snow - Alive
Despite several near-death encounters, Jon survived to fight another day.
Sansa Stark - Alive
Despite being sent to the crypts of Winterfell, the Lady of the North managed to survive.
Arya Stark - Alive
Arya managed to survive various attempts on her life, and killed the Night King.
Daenerys Targaryen - Alive
Despite being knocked off her dragon and sent into the battleground, the mother of Dragons survived. It's all thanks to Jorah for refusing to leave her side.
Tyrion Lannister - Alive
Tyrion made a comment pre-battle that he thought he and others were going to survive. They did.