A Clash of Kings
Tyrion Lannister erroneously informs Sansa Stark that Ser Lymond, as a member of the Lannister force being formed at Oxcross by Ser Stafford Lannister, was killed in the Battle of Oxcross by the northern force.
A Storm of Swords
A Feast for Crows
Lord Karyl Vance of Wayfarer's Rest bends the knee to the Iron Throne after the Red Wedding and joins House Lannister in the siege of Riverrun. Ser Lymond is presumably released from his imprisonment at Karyl's castle.