Theon Greyjoy, turncloak, prince of fools, kinslayer, drowned in Reek and revived to save Jeyne Poole
Theon is a testament to Martin's ability to make characters sympathetic, even after they commit horrible atrocities. Much like Cersei, so much of what Theon does is done out of desperation. His life is tainted with fear. No matter how many honors Ned gives Theon, no matter how much training, money, and education he's given, the system he was born into will never let him forger that Ice hangs over his head.
And then Ned Stark dies, and the Starks split from the Seven Kingdoms. He finally has a chance to have a real relationship with Robb. And for a moment it's true, Robb trusts him to broker an alliance with Balon Greyjoy. And Theon has no desire to betray Robb, he goes to Pyke to ask his father to join himself to the Northern succession. It isn't until Balon tells him that he plans on taking the North for himself that Theon even considers betraying Robb. And the final nail in the coffin is that Balon has all but officially passed him over for Asha.
From this point on, everything Theon does is to prove himself worthy to his father. Throwing away the life he had before for the chance at the life he "should" have had. It didn't take much for Ramsay to ruin Theon.
But Ramsay put in the work anyway. Theon was completely broken down until he seemed to truly believe he had never been Theon at all. If Roose hadn't needed him to hand off Jeyne Poole, and the free folk women hadn't harassed him so constantly, it's unlikely he would've ever come back.