Spoilers ahead for Game of Thrones and A Song of Ice and Fire.
We've been catching up with most of the remaining Stark siblings this season (Bran, Arya, Sansa, and Jon are all alive, if not well), and finally our attention returns to their long-lost little brother, Rickon, who has come home to Winterfell under the worst of circumstances. It's understandable that Ramsay didn't recognize him, or even that some viewers weren't sure whether it was Rickon. After all, he's been MIA for three seasons now and presumed dead by most of Westeros, save for the handful who knew the truth. But where has Rickon been all these years?
Last we saw the littlest Stark, he was leaving Team Bran, in tow with wildling guardian Osha and direwolf Shaggydog, ostensibly to seek refuge at the Last Hearth, the home of House Umber. Greatjon Umber, you might recall, was one of Robb Stark's most ardent followers, the one who lost some of his fingers to Robb's direwolf, Grey Wind, over a dispute about leading the vanguard and whether or not the Umbers would follow Robb's orders. Strangely enough, the direwolf attack seemed to endear Greatjon to Robb, to earn his respect and allegiance. His son, Smalljon Umber, however, appears to have a very different attitude about the Starks and their direwolves. He claims that because Jon Snow allowed the wildlings through the Wall to settle on farmland known as the Gift, near his property, he no longer recognizes the Starks as liege lords in the North, and offers their youngest as a "gift," or hostage, to the Boltons — RIP, Shaggydog. (This leaves only Ghost, Summer, and Nymeria from the original pack.)
But perhaps we shouldn't give up all hope for Rickon and Osha just yet. Given what little we know of the little lord, from both the show and the books, it's possible the two of them will find a way out of this latest predicament. First, there is Rickon's sixth sense. Ever since his parents and most of his siblings started to depart Winterfell, he seemed to know that they wouldn't come back. He also shared a prophetic dream with brother Bran, predicting the death of Ned Stark. Even if Rickon's powers didn’t help him predict the Umber betrayal, perhaps being in mortal peril will give them a kick now when he needs them the most.
Now, if Rickon still had Shaggydog, that would be a great asset. Because Rickon was largely unsupervised and his wolf was more feral than the rest of the pack, the two shared a strong link, perhaps the strongest among all the Stark children and their direwolves. When left to their own devices, they both often attacked without provocation. In the books, Rickon would punch Old Nan when she tried to sing him to sleep and slash at people with a rusted iron sword he found in the crypts; Shaggydog bit a number of people without cause, including Maester Luwin. (On the show, this was depicted by the direwolf lunging at Osha.) Some of that wolflike ferocity could come in handy about now, especially if Rickon has learned to warg.
Osha has a wild side, too, and a warrior's spirit. When we first met her, she was part of a wildling gang attacking Bran Stark. After she switched sides, she would kill to protect the little lords. She helped orchestrate the first Winterfell escape, so it's possible she can figure out a second one — hopefully without having to sleep with Ramsay, as she had to do with Theon. One other protector is also available to help Rickon now: Jon Snow, whose stint with the Night's Watch has ended, freeing him up to help the Starks once more. Sister Sansa is en route to Castle Black, and should their paths intersect, she could alert him to Bran and Rickon's survival, which might give Jon a new lease on his second life.
One thing that’s curious about Rickon and Osha’s return is that they’re still wearing wildling-like garb, as if they had been subsisting outside of a lord's keep, not in one. If Rickon had been a ward or hostage of the Umbers all this time, he'd surely be wearing clothing befitting his station, not to mention his growth spurt. There is a rumor in the books that the wildest Stark ended up where the wild things are, on the island of Skagos, home to cannibals, human sacrifice, and unicorns. It's possible that, if he spent any time there, Rickon may have learned a few tricks from the Skagosi, and may be a match for Ramsay when it comes to brutality.
Another theory — the Umbers are not truly defecting to the Boltons, and are presenting Rickon as part of a ruse. In the books, we get a plot in which some Northern lords pretend to be Bolton/Frey allies, but are actually part of the resistance. If the Umbers are secret Stark loyalists, it would explain the refusal to swear a false oath of fealty. Greatjon Umber took great umbrage to being called an oath breaker, and his son, Smalljon, might do so as well. Fans like to theorize about these surface alliances being part of what is referred to as the Grand Northern Conspiracy, and the show may be transferring what in the book is the Manderly's story line to the Umbers. Could the Umbers have presented a fake Shaggydog head as "proof" of allegiance, just as the Manderlys presented a fake head as "proof" of theirs? How would Ramsay be able to tell the difference? Has he ever even seen a direwolf? Compare this severed wolf's head to Ghost's head, and then consider that Ghost was the runt of the litter -- shouldn't the head presented to Ramsay be much bigger? As Tyrion told the slavers who wanted to sell his penis to a cockmerchant, you never know where a severed body part comes from unless you see what it's attached to.
Also consider Rickon's reaction in this scene. Sansa's reaction to Lady's execution was much more emotional, and she only had Lady for about a month. Rickon's had Shaggydog for years, and they were practically the same creature — shouldn't he be more upset?
If this is all theater, being staged to lure Ramsay into a trap, great — it means Rickon should be safe for now. But the trap itself doesn't entirely make sense just yet, so the quicker someone can come to Rickon's aid, the better. Ramsay's latest strategy is to kill all remaining Starks since he knows that any surviving sons, even bastards, could be considered a rival for his position as liege lord and Warden of the North. Surely Ramsay will realize he can't get away with murdering both his father and a Stark in quick succession, and will wait a bit? Then again, this is Ramsay we're talking about.