Each storyline will be ending at a different point in the series.
- King's Landing: end of Book 3
- The Wall: end of Book 3
- The North (Bolton/Theon): middle of Book 5
- Greyjoy: end of Book 3
- Stannis: end of Book 3
- Daenerys: middle of Book 5
- Sansa: end of Book 3
- Arya: end of Book 3
- Bran: toward the end of Book 5 (the furthest ahead of all storylines)
- Brienne: early in Book 4
This is based on shot-by-shot breakdowns of the promotional material, casting news, and personal speculation. I can justify most of these.
Book 4 isn't covered a whole lot this season because most of the characters featured in that book are in the main portion of the land (King's Landing, the Vale, the Riverlands). The main portion of Westeros is ending at Book 3 this season.