As every Game of Thrones fan predicted, the Battle of Winterfell was deadly — and the aftermath is just as brutal. In the wake of the massive battle, the surviving major players take the time to pay tribute to the fallen before looking ahead to the next challenge. Among the last to die in the great battle is Theon Greyjoy, who dies in the godswood of Winterfell defending Bran Stark from the Night King's attack. Before his funeral pyre, Sansa Stark quietly slips a wolf pin onto Theon's body. It's a sweet moment, and one laden with meaning.
For much of his life, Theon lived as a "ward" of the Starks, thanks to his father having backed the losing side during Robert Baratheon's rebellion. He grew up alongside the Starks, and for most of the series, he's gone back and forth between being loyal to the Starks and being manipulated to turn against them by various enemies. Back in season one, he's the first to proclaim Robb Stark as King in the North, swearing that he is Robb's "brother" in all but blood. Over time, though, Theon goes through some seriously traumatising events, to the point where he loses his identity and is completely controlled by his abuser, Ramsay Bolton. It's Sansa who finally gets through to him and helps him come back to himself, and they escape Ramsay together before separating to help fight for their respective families.
In the end, though, Theon chooses to fight for Winterfell instead of helping his sister Yara take back the Greyjoy stronghold in the Iron Islands. This choice cements the fact that, blood or not, he considers himself a Stark more than anything else, and he dies defending their home and their family. That's why Sansa leaves a wolf pin with him: the wolf pin isn't just any pin, but the Stark sigil. By giving the pin to Theon, she's acknowledging and honouring him as a Stark in spirit, if not in name. We're not crying, you are.