HBO
After a frustrating plot in Winterfell leading up to the finale, the Stark children gave the storyline a satisfying end. Sansa, Arya, and Bran play Littlefinger the way he's played everyone throughout his entire life.
In a grand scheme, it appears Littlefinger has convinced Sansa that Arya is trying to kill her so she can be Lady of Winterfell.
But in the finale, Sansa has Arya come to answer for her "crimes," only to reveal that the meeting is actually about all of Littlefinger's crimes: from murdering Lysa and Jon Arryn, to betraying Ned and Catelyn Stark.
Littlefinger says that no one was there to know that he betrayed Ned. But the Three-Eyed Raven (formerly known as Brandon Stark) describes the scene using Littlefinger's exact words: "I told you not to trust me."
Arya then slits Littlefinger's throat with his own dagger.
While there is a scene after Littlefinger's death when Arya and Sansa recognize their differences, but indicate they still admire each other, we never got a solid grasp of how their plan against Littlefinger unfolded. When did it start? Had the Starks had this planned the whole time, or did it take a while for them to realize Littlefinger was messing with them?
Isaac Hempstead Wright, who plays Bran, told Variety about a cut scene that confirms what went down:
"We actually did a scene that clearly got cut, a short scene with Sansa where she knocks on Bran's door and says, 'I need your help,' or something along those lines. So basically, as far as I know, the story was that it suddenly occurred to Sansa that she had a huge CCTV department at her discretion and it might be a good idea to check with him first before she guts her own sister. So she goes to Bran, and Bran tells her everything she needs to know, and she's like, 'Oh, s-.'"
So it looks like Littlefinger was successfully playing the Stark sisters. But Sansa realizes his true motivations during the scene when he tries to convince her that Arya wants to be Lady of Winterfell, and seeks Bran's help to confirm it.