Brynden Tully, aka the Blackfish, aka Catelyn Stark’s uncle, is still alive in the books. However, during the siege of Riverrun in season six, Brynden declines an offer from Brienne to sail away and save his life, opting instead to fight and ultimately die.
In "A Feast for Crows," Edmure Tully lets his uncle sneak out, and Brynden Tully swims out of the castle without anyone noticing. He’s officially an outlaw as of "A Feast for Crows," and as of "A Dance of Dragons" Jaime Lannister, having gone around the Riverlands looking, still hasn’t managed to find him.