The show is not following the books very closely when it comes to Theon. In the books he disappears into the Bolton's dungeon at the end of the 2nd book and doesn't show up again until the 5th book and he's never freed (nobody knows he's alive, except a few northerners). Near the end of the 5th book he makes a final attempt to escape and ends up jumping off a castle wall, which may or may not have killed him. I doubt the show will deviate so much from the books as to have him escape though, since he plays a fairly important part in helping the Bolton's control the north.
The show is departing a bit from what is presented in the books. In the books Ramsay Snow tortures Theon and forces him to become his servant "Reek". In the fifth book they all travel back to the ruined Winterfell for Ramsay's wedding which is meant to help cement House Bolton's control of the North. But a big snowstorm comes up and prevents any of the assembled lords from leaving. While there they begin to be besieged by an enemy who I won't identify in order to keep from being too spoilery. Theon takes Ramsay's wife, who was forced into marrying him and who has been abused by Ramsay, and manages to flee the castle.
In the books Yara is know as Asha (they changed the name because you've got the Wildling woman Osha with a similar named). She basically writes Theon off and goes back to the Iron Islands to deal with the aftermath of their father's death.
Not in the Books he disappears after Winterfell is sacked by Ramsay Snow and pops back up as a prisoner of House Bolton in A Dance with Dragons. He eventually escapes with Jeyne Pool who the Boltons are pretending is Arya Stark and Ramsay Boltons new bride.
"Reek, reek it rhymes with sneak."
You really need to read the books they are 10x better.
I watched the show and felt sorry for Theon when he was castrated but the psychological torture in the books is just as bad. Dude cant even remember his name.
Not in the 4th season, no. 4th season's based on second half of the third novel, A Storm of Swords. But he doesn't appear until the 5th book. The horror inflicted on him, described in the books have been worse.
I don't care much about spoilers, but does Yara save him? His treatment in s3 really bothered me.
