The spirits of the dead. Children of the Forest and First men, and maybe more. Or what's left of them. We see them interact in Jon and Theon's dreams of the crypts in Winterfell. That's true religion in the sense of the word: Reminiscing.
We also get telegraphs through Hodoring and the Raven's "Snow, Corn, King," and they answer every prayer before a heart tree immediately.
Last we see ravens quork attempts at whole sentences iirc. The spirits of the dead in the ravens, the spirits of the dead in the trees, if we consider Bran and BR dead and buried in the cave, in the sense of dead as the word is being used throughout Jojen Reed's lingo (=Perfectly hidden, deep under the snow).
Some will argue, it is the last greenseer through a Winternetwork of interwoven weirwood roots. That would make one person omniscient and near-omnipotent, a god of hir own right.
Neuroscience and some psychology place emphasis on our conscient mind constantly tricking us into believing lots of fallacies. It may well be there's no Winternetwork and no greenseer but in the minds of our protagonists. But then, we have met the last greenseer.
Also it was neuroscience who found a receiver area for religious experience in our brains that has also been proven can be stimulated and in turn activated remotely. That combined with the above is a bit to chew that can start a vicious circle of revoluting recurring self-reference.
In the end, Martin allows us to choose a belief or another, as well as to doubt the power of the god(s) and religion(s). That's great!
I personally have quite some trouble imagining a sole former half-super-human greenseer to broker all the information this vast network of memories and senses and view and smell and taste an hearing from all over the world into useful understanding and choices and actions.
That's why I chose to believe the last greenseer in the heart of the grove has a lot of help, and the whole community of old gods beyond counting clockworks away of its own. The greenseer is there to sometimes lay the tracks and steer some course of action, but not the only great godfather-like puppeteer. But this again, is a belief, as happens to be just mine, you are warmly welcome to differ if you like.