HBOThey leapt from the walls of Winterfell and we were never shown the landing. Some people attempted to convince others that it was the end of Sansa and/or Theon, but personally, I don't think there's any way this is the end for either of them. For now. But where will they go? Talk swirling around set suggests that the pair won't be together for long, and will head off in their own directions. Alfie Allen (Theon) has been spotted around Ballitoy Harbour, the set for the Iron Islands, while Sophie Turner was spotted last year near the Winterfell set. Could that suggest she has been re-captured or simply escaping?