In Game of Thrones we have seen Gendry the bastard of Robert Baratheon who browed away from Dragonstone, apparently never to be seen again. Where did he go? From season 3.
This is purely speculation, considering the actor didn't know anything about his character's future a year ago (June 2014).
BEWARE: spoilers for all of Game of Thrones in the upcoming text.
Here's the problem: by the end of the third series Gendry's role was basically superfluous. Even worse, considering what would happen by the end of season five -- i.e. the death of Shireen -- this character was a hindrance: why would Stannis sacrifice his daughter when there was a Baratheon bastard still available? And if his execution didn't do the trick, then burning Shireen would not have anywhere near the same emotional impact.
So why not have him executed by Melisandre, like she wished for (at the end of season three)? That would severely impact the character of Stannis, and they need him to be the big hero who saves the day at The Wall in season four. Moreover, there's a small chance Gendry has a role later on: in the books he's still around, even though he's in a completely different place. I wouldn't rule out a Gendry-Arya reunion.
By having Gendry escape from the cells and row into the darkness at the end of the season, as arranged by Davos Seaworth, they have a great solution: if they need him in the future, he can pop up somewhere convenient. And if they don't, well, then we can assume he has drown -- the likely outcome considering he cannot swim and had never rowed a boat.
Considering the producers aren't shy of confirming deaths when the fandom had come up with alternatives -- e.g. Stannis, Myrcella -- I can only interpret their silence about Gendry's fate as them keeping their options open. But in the meantime they don't have to pay the actor, and they don't have to worry about keeping track of yet another character.
Speculation is over - Gendry is back in Season 7 ... [though no-one is saying what he will be doing, of course]