The Greyjoy siblings haven't seen each other since the beginning of season seven, when Euron attacked the Iron Fleet and kidnapped Yara. We haven't seen her in so long that we were beginning to wonder if she was dead, but "Winterfell" finds her alive and shockingly intact, tied up in Euron's cabin so that she gets a front-row seat for Theon's stealthy rescue effort. While Yara's initial reaction to her brother's arrival is a little, uh, less than enthusiastic (she headbutts him for abandoning her during Euron's invasion of the fleet), the scene ends with the siblings on good terms, seeming to truly understand each other for the first time.
While it looks as though the Greyjoys will soon be separating yet again, with Yara returning to the Iron Islands to provide a fallback point for Daenerys' troops should Winterfell fall and Theon going to fight with the Starks, we're glad these two could reconcile before parting ways, perhaps for the last time.