HOOOOONK! Theon's mysterious tormentor (formerly "Theon's mysterious savior") blows a noisy horn and apologizes if Theon was trying to sleep. Hey! Sleep deprivation is a perfectly valid form of torture. He's also pouring water on the floor while Theon's desperately thirsty so we know that he's not averse to psychological torture to go with the physical. So he proposes a game: "Which body part do you need the least?" At this point, I think Theon should say "my windpipe" and just embrace death. Instead, Theon says, "Please," but that's not a body part. Theon says he'll talk, but M.T. (that's "Mysterious Tormenter" until he gets a name) mocks Theon, reminding him that he's already told him everything: "Your daddy was mean to you? The Starks didn't appreciate you?" There was some useful information, though: the Stark boys are alive. M.T. muses, "Wouldn't that be a hunt to remember?" He suggests starting with Theon's little finger and asks, "You've been wondering why you're here, haven't you?" Yep. Also who M.T. is, and all that. He promises to tell Theon if he guesses who he is. Here are the rules: "You win the game if you can figure out who I am and why I'm torturing you." Not that Theon will be freed if he wins. That would be silly. He just... you know, "wins." Theon guesses that they're in Deepwood Motte. Nope. Dagger to your finger! He is also not an Umber. Theon guesses that they're at the Karhold, which I happen to know is where the Karstarks are based. It was just a guess, but M.T. says he's right. Theon guesses this is Torrhen Karstark. Nope, because Torrhen was strangled by Jaime. Is he, then, Torrhen's brother? Theon expands on his theory: "Your father is Lord Rickard Karstark." M.T. says he's right. Theon decides that he's being tortured because Rickard Karstark is Robb's bannerman and therefore wants revenge for Theon sacking Winterfell. M.T. says, "Yes. You win." then he gets the crazy eyes and says, "You forgot to ask if I'm a liar!" Theon's finger gets the stabby-stabby. M.T. continues, "I'm afraid I am. Everything I've told you is a lie. This isn't happening to you for a reason." He's kind of peeling the meat off the finger. The last thing he says is, "I win."
Have you ever seen the "Monkey Torture" sketch from The State? Thomas Lennon is on a talk show as a scientist and the joke is that all he does is psychologically torture monkeys. Sometimes he pretends he's going to set the monkeys free, but it's all a trick. My point is that Theon's plot is basically Monkey Torture.