Ramsays's dad Roose comes to visit. We get a bit of father-son dynamic. Dad doesn't think much of his son, but he's the only one he's got. He could have more sons but the bastard one would probably kill them to secure his inheritance. What a family!
Roose is worried about one of Ned Stark's sons turning up. Overhearing this, Theon is confused because he thinks he had Bran and Rickon killed, which is odd because he knows it was the miller's sons whose heads were dipped in tar. And of course it was Ramsay, posing as Reek at the time, who had the idea to do it, if I remember correctly. So that's why the Boltons are worried. Incidentally Roose wants everyone to think that their supposed deaths were all Theon's work in order to keep friends. Ramsay does not seem to be as good at politics as that.
Roose is also a bit disapproving of Ramsay doing all his raping and murdering so publicly. He thinks he should keep it a bit more secret. Lovely family, they are.
The Boltons are aware that the mountain clans have joined Stannis and he has marched on Deepwood Motte. Roose's plan is to go to Winterfell for Ramsay's wedding with fake-Arya, forcing Stannis to attack them at Winterfell, which should have good defenses even if it is a bit tumbledown lately.
He also takes Theon to visit Lady Barrowton. She is friends with the Boltons because she thinks Ned Stark was responsible for her husband's death. Do we know how he died? I do not remember the name Barrowton. He introduces Theon to her as the rightful lord of the Iron Islands. If he does turn up there I suppose he could declare the kingsmoot illegal by the same logic Asha realised might work. But Theon still thinks he is Reek so it is hard to see what use he will be. As a hostage, perhaps.