Last season's finale:Shredder killed Splinter. And if what I read on one article is true, they're going to let him stay dead even after all the timey-wimey stuff for S4 is complete, because basically "they don't have anymore ideas of what to do with him" and they think it'll be good for character development...on a show where such hasn't really mattered since Season 2.
Leaving him dead? Hm, that is kind of surprising. I thought for sure they would be bringing him back.