Game of Thrones Season 6 Episode 04 Book of the Stranger
In Winterfell, Osha is brought before Ramsay, who asks her why she was helping Rickon. Osha claims that she intended to betray Rickon and attempts to seduce Ramsay while reaching for a nearby knife. However, Ramsay indicates that he is aware Osha used a similar ruse to escape Theon. Realizing this, she tries to stab him, but he quickly slashes her in the neck with another knife, killing her.
RAMSAY: You’re a good talker. I like that. You’re a much better talker than Theon Greyjoy.
OSHA: That so?
RAMSAY: I had to work hard to get him talking. But he talked. They all do. He told me everything. All about the Stark boys, who helped them escape, and how she did it.
Game of Thrones Season 6 Episode 03 Oathbreaker
Smalljon Umber meets with Ramsay Bolton and Harald Karstark and explains that Jon Snow has been letting Wildlings through the Wall and fears that they will make their way south. In order to strengthen the truce with Ramsay, Smalljon says that he has a gift for him. He brings in two hooded figures, who are revealed to be Rickon Stark and Osha the wildling.
UMBER: The bastard Jon Snow led an army of wildlings past the Wall. We’re farther north than any of you fuckers. Wildlings come down, we always have to fight them first. I like fighting wildlings. Been doing it all my life. But there are too many of them for us to beat back alone.
RAMSAY: So now you’ve come seeking help?
UMBER: We need to help each other. The colder it gets, the farther south those goat fuckers will roam. Won’t take them long to get here.