In S6 Eps9 at the Second Battle of Winterfell
Little Finger arrives with the Knights of the Vale to save the day and crush the remains of the Bolton army. They arrive, we assume, because Sansa somehow contacted Little Finger asking for his help. She had last seen him at Mole's Town where he told her that the Knights of the Vale are encamped at Moat Cailin.
But how could she contact him? By raven? But ravens are trained to fly from one castle to another castle (or one place to another place). She was in the area outside of Winterfell. If not by raven then how?