As far as I know 2 direwolves are alive.

 - Rob's wolf died during the red wedding
 - Jon's wolf still alive
 - Sansa's wolf was executed instead of Arya's wolf, which attacked Joffrey.
 - Arya's wolf missing but probably alive
 - Bran's wolf dead was killed during the attack of the white walkers.
 - Rickon's wold dead was beheaded by Karstarks.