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At the start of season six, Arya and Melisandre were separated by the Narrow Sea. Arya was blind and begging on the streets of Braavos as part of her training to become a Faceless Man, while Melisandre was bringing Jon Snow back from the dead at Castle Black.
By the end of the season, they are both in Westeros.
Arya had refused to follow through with an assassination, was stabbed, survived, killed the Waif, reclaimed her identity, and started her journey home. The last episode of the season saw her at the Twins exacting her revenge on the Freys by killing two of Walder Frey's sons, baking them into a pie, serving it to him, and then slitting his throat.
Meanwhile, Melisandre was back at the reclaimed Winterfell with Jon Snow. Ser Davos learned that Melisandre burned Shireen Baratheon at the stake and confronted her about it in Jon's presence. After Melisandre confessed to killing the young child, Jon banished her from the North, and she was last seen riding south from Winterfell.
As Arya presumably heads north to Winterfell and Melisandre makes her way south, their reunion is imminent.
A reunion also fits in with what Melisandre predicted back in season three.
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Arya: You're a witch. You're going to hurt him.
Melisandre: I see a darkness in you. And in that darkness, eyes staring back at me - brown eyes, blue eyes, green eyes - eyes you'll shut forever. We will meet again.
Arya has since killed numerous characters, fulfilling the first half of Melisandre's vision, which leaves the second half ready to come true.
HBO
Also, now that the Hound and Beric Dondarrion and Thoros of the Brotherhood Without Banners are wandering nearby, all of these characters could meet up once again.
We anxiously wait to see what season seven brings.