In A Feast for Crows, Brienne of Tarth is being followed by Podrick, Tyrion's old squire. When Brienne captures him and confronts him, he says that he's following her because he knows that she's looking for Sansa. He tells Brienne about Tyrion and Sansa being married and says that he's been tasked with finding her and keeping her safe, at Tyrion's request.
