He has given in, and is riding the pig, whose name is Pretty, jousting against Penny on the deck of the Selaesori Qhoran. The ship has been becalmed in the Gulf of Grief for twelve days, and the crew is restless and looking for a scapegoat. Penny has begged him to help her entertain the crew, lest they turn on them. But Tyrion has also decided that he and Penny will perform the jousting act as a means to approach Daenerys.
Ser Jorah scoffs at this idea: "Daenerys Targaryen is no silly child to be diverted by japs and tumbles. She will deal with you justly." But Tyrion, who knows the history of Jorah's relationship with Daenerys, asks how he intends to approach her. "You think Daenerys will execute me and pardon you, but the reverse is just as likely. Maybe you should hope on that pig, Ser Jorah."
Jorah gives him a blow that knocks him across the deck, and tells Tyrion to stay away from him for the rest of the voyage. Tyrion is rinsing the blood out of his mouth when he feels the ship move: The wind has come up. But when he goes on deck he looks to the west and thinks, "I have never seen a sky that color." Moqorro joins him and says it is "God's wroth."
Banished from Jorah's presence, Tyrion joins Penny in her cabin as the storm begins to hurl the ship about. To his surprise, Penny kisses him. He has no desire for her, and when he looks at her he realizes that she really has none for him. She tells him that she was afraid they would drown, and she has never kissed a man before. In case she is hoping for more, he tells her he is married. The excuse works because, he realizes, she is "still young enough to believe such blatant lies."
The storm lasts into the night, sweeping three members of the crew overboard, blinding the cook when hot grease is tossed in his eyes, and breaking both of the captain's legs when he falls from the sterncastle to the main deck. When it dies down, Tyrion goes to the deck and discovers that they are in the eye of the storm. The wind returns and this time it splits the mast. Tyrion clings for life to a rope, as splinters from the mast stab him in the neck and the thigh.
When the storm is over, the ship is just barely afloat, and nine men have died, including Moqorro, who had been on deck praying to R'hllor. The next day the captain dies and three days later the cook. They drift for nineteen days until a ship is sighted. Unfortunately, Ser Jorah informs him, it's a slaver.
Snow begins to fall heavily at Winterfell, which puts Stannis's troops at a severe disadvantage, as Roose Bolton cheerfully announces. Theon has been considering escape, now that his usefulness to the Boltons is over, but he has no place to go. "The nearest thing to a home that remained to him was here, amongst the bones of Winterfell. A ruined man, a ruined castle. This is my place."
Jeyne/Arya hasn't been seen in the hall since the wedding, but Theon goes in every night to help her bathe, since she has no handmaids. He has seen the bruises Ramsay has left on her, and would like to help her escape, but he knows that when Ramsay tires of tormenting his wife, he will turn on Theon again.
He eats by himself, since no one cares for the company of Theon Turncloak. But one evening a woman sits down by him. She is one of the women accompanying the singer Abel. She asks him to tell her how he captured Winterfell, and if he had a secret way to get in. He doesn't tell her anything, but she persists, telling him her name is Rowan. Instantly he suspects that this is one of Ramsay's tricks: "He wants me to run, so he can punish me." So he gets up and leaves.
He walks through the ruins of Winterfell and finds his way to the battlements on the inner wall where he sees the snow piling up everywhere. "Stannis Baratheon is out there somewhere, freezing," he thinks. He makes his way to the godswood, where the hot springs keep the snow from accumulating. Even though they are not his gods, he finds himself praying but he isn't sure for what: "Strength? Courage? Mercy?" He hears the sound of a faint sobbing, and thinks it must be Jeyne: "Who else could it be? Gods do not weep. Or do they?" There must be ghosts in Winterfell, and he is one of them.
In the kitchen, cooks are making stew and the dogs are gathered for the scraps. He has some stew, and listens in the hall as Roose Bolton's scouts report that Stannis's march has slowed. Then Lady Barbrey Dustin enters and calls for him. She wants to know how to get to the crypts. He leads her there, and on the way he recognizes the place where Bran Stark had fallen. He had been hunting that day, and when they returned they were told that Bran wasn't expected to live. He thinks, "The gods could not kill Bran, no more than I could."
It takes half an hour for Lady Dustin's men to uncover the entrance to the crypts and to batter down the frozen door with an axe. As he descends into the crypts, Lady Dustin comments that Lady Arya is weeping. Theon tells himself to be careful of another trap, but she says, "Roose is not pleased. Tell your bastard that." The northmen "love the Starks," she says, and they haven't forgotten how Ramsay Bolton's previous wife ate her fingers to keep from starving. "What do you think passes through their heads when they hear the new bride weeping? Valiant Ned's precious little girl."
Theon keeps silent until they reach the first level of the crypts. She asks if he knows the names of the lords buried there, and he recalls some of them. She asks for Ned Stark's tomb, and he tells her it's at the end. As they pass one tomb she notices that the king buried there is missing his sword. Theon is "disquieted" at this fact: "He had always heard that the iron in the sword kept the spirits of the dead locked within their tombs."
Suddenly he finds himself asking, "My lady, why do you hate the Starks?" She replies, "For the same reason you love them." He stumbles trying to answer, protesting that he took their castle and had Bran and Rickon killed, but she persists, "Why do you love the Starks?" And he admits, "I wanted to be one of them." And she replies, "We have more in common than you know."
When they reach Lord Rickard's tomb, she observes that his sword is missing too. And he points out that Brandon's is gone as well. "He would hate that," she says, and then tells Theon that Brandon, Ned's brother, had taken her virginity. She had hoped to marry him, but Rickard Stark pledged him to Catelyn Tully, ambitious to unite his house with one in the south. Her father had though she would marry Eddard, but after Brandon's death, he married Catelyn. So she married Lord Dustin, but he died when Ned Stark called out his banners in support of Robert Baratheon's rebellion.
"He told me that my lord had died an honorable death, that his body had been laid to rest beneath the red mountains of Dorne. He brought his sister's bones back north, though, and there she rests ... but I promise you, Lord Eddard's bones will never rest beside hers. I mean to feed them to my dogs."Theon doesn't understand, and she explains that Catelyn had Eddard's bones sent north, but when Balon Greyjoy took Moat Cailin, their progress to Winterfell had been interrupted. "I have been watching ever since. Should those bones ever emerge from the swamps, they will get no farther than Barrowton."
When they return from the crypt, she warns him that he must repeat nothing of what she has said. He says, "Hold my tongue or lose it." And she replies, "Roose has trained you well."