I'm just wondering when Theon is going to tell Sansa he didn't kill Bran and Rickon. I mean he has to do that or there is no way she will ever go anywhere with him and they seemingly do need to end up with Stannis at some point.
The book has a scene where Bran talks to him by whisper through a tree. People think that will happen and Sansa will over hear him.
I always wondered if the younger brother Rickon(?) will ever resurface. Martin wrote thousands of pages with nary a mention of him again.
I always got the feeling Rickon was there just as a "safety valve" so that the story can end with a Stark in Winterfell even after all the other kids have died/left/turned into magic trees.
...and forget Sansa, why the heck didn't Theon tell Ramsay he didn't kill them? He's supposed to be totally under his thumb after all.
MINOR BOOK SPOILER (probably not show-relevant):
In the last book Davos' last scene involves him heading to an island called Skagos to go look for Rickon. So there might be a bit more Rickon in the books, but given that Davos has stayed with Stannis and the show hasn't even mentioned Skagos that I can remember, pretty sure that's not going to happen on the show.