I assume there will be at least one more Theon scene this season.....probably in the finale. That would definitely cement House Bolton's evilness!
By the way, is Robb's wife implicated in the set-up at all in the books?
but in the books Jeyne was innocent and truly loved Robb. That can't be said for all the family connections to Jeyne Westerling, some of Westerling family members were traitors to Robb (but then again they were original Tywin's subjects...so you can say they were loyal to their original liege lord) other family members were Robb's most loyal allies.