Carey Price is still starting for the Montréal Canadiens and they're currently first in the Atlantic Division, Mike Smith is still starting for the Arizona Coyotes who have been eliminated from playoff contention, Roberto Luongo was traded to the Florida Panthers shortly after the Olympics and they're six points out of playoff position.
Shannon Szabados practiced for the Oilers when they were dealing with injuries, then signed with the SPHL Columbus Cottonmouths. In her first full pro season, Szabados has a 13-8-1 record (as of 3/13/15) and the Cottonmouths are 2nd in the SPHL. Szabados is the first female player in the SPHL, which is a tier below the ECHL in the hierarchy of pro hockey. A former SPHL player made the NHL for the first time this season (the Blackhawks' Scott Darling).
Charline Labonté came out shortly after the Olympics and she plays for the CWHL Montréal Stars. Geneviève Lacasse plays for the Boston Blades, also of the CWHL. In the 2015 Clarkson Cup Final, Labonté's Stars played Lacasse's Blades and the Blades won.
While the CWHL season concluded with the Blades' Clarkson Cup win, the SPHL season is still ongoing. You can view the SPHL schedule here: http://thesphl.stats.pointstreak.com/leagueschedule.html?leagueid=215 .