Flaying

"Unlike some other houses, my ancestors earned the Bolton words: "Our Blades Are Sharp". They passed down not a Valyrian greatsword but a knife, honed and thin enough to fit between the topmost layer of skin and the tissue below... and peel... For as we all learned as children: A naked man has few secrets... a flayed man, none."

- Roose Bolton

Flaying is an ancient, and particularly frowned upon method of torture and execution, which involves the use of a blade to remove several layers of the victim's skin, exposing nerve and muscle tissue, and leaving them in perpetual agony, assuming they survive the ordeal at all.

Background
"In those dark days they said some of my more... willful forebearers would even wear their enemies' skins as cloaks. But no such tokens remain, if they ever existed... certainly not hanging in some secret room in the Dreadfort as old wives and fools insist."

- Roose Bolton.

The practice of flaying is commonly and notoriously associated with House Bolton, an ancient northern house with blood of the First Men dating back to the Age of Heroes, to the point that they took a flayed man as their sigil. Members of the family and their household are fond of saying "A naked man has few secrets; a flayed man, none".

Boltons were rumored to go as far as wear the skins of their executed enemies as cloaks and display them on a chamber within their family seat, the Dreadfort. They supposedly gave up these practices when they bent the knee to House Stark and agreed to become their vassals. Nevertheless, the practice was still rumored to be practiced in secret, while their age-old saying was still taught to the children of the family.

Season 2
"- My father outlawed flaying in the North - We're not in the North..."

- Robb Stark and Roose Bolton

Following the Battle of Oxcross Roose Bolton attempts, unsuccessfully, to persuade King Robb Stark to torture officers captured in battle, citing his family saying of flayed men keeping no secrets. King Robb reminds Lord Bolton that his father outlawed flaying in the North. Roose cites Robb's rejection of his advice as reason for his betrayal and murder of Robb at the Red Wedding.

Season 3
After Theon Greyjoy is betrayed by his own crew and delivered to Ramsay Snow in exchange for free passage from Winterfell to the Iron Islands, the bastard son of Roose Bolton turns on the ironborn, captures them and flays them alive. Theon himself is partially flayed by Ramsay in captivity. Months later, in a letter sent to Balon Greyjoy, Ramsay promises to hunt down and flay alive all ironborn that have invaded the North.

Season 4
"It's fallen out of fashion... flaying. Sad, but true. Traditions are important! Where are we without our history? Eh?"

- Ramsay Bolton defends the practice of flaying.

Roose is displeased when he discovers that Ramsay has flayed Theon because, unharmed, he could have been a valuable hostage as the heir of Balon Greyjoy.

To ensure the fall of Moat Cailin, Ramsay Snow promises the besieged ironborn garrison that if they surrender he will grant them safe passage back to the Iron Islands. This is the same promise he made to the ironborn who took Winterfell, and just as before, as soon as the ironborn surrender Ramsay immediately breaks his promise and has all of the ironborn flayed alive, and their mutilated corpses put on display. Afterwards his father chides him that this will anger the Greyjoys to launch reprisals, when if he had simply let them flee, the ironborn might have stopped attacking the North. Nonetheless, Roose is impressed that Ramsay succeeded in taking the castle, and so he rewards him with a royal decree of legitimization which he obtained from the Lannisters, acknowledging Ramsay as his son and rightful heir, and renaming him "Ramsay Bolton".

In the books
In the A Song of Ice and Fire novels, the practice of flaying is synonymous with House Bolton, to the point where a bloody, skinless man became their sigil. Their house words: "Our Blades Are Sharp", also reflects House Bolton's penchant of torture.

A thousand years prior to the War of the Five Kings, the Boltons bent the knee to the Kings in the North and were forced to abandon their tactic of flaying their captives. However, three hundred years later the Boltons rose in rebellion against the Starks of Winterfell. The Stark armies besieged the Dreadfort for two years before the Boltons finally yielded. For many centuries the Boltons remained grudgingly subservient to the Starks, although rumors persisted that they continued to flay their prisoners in secret, and maintain a hidden chamber in the Dreadfort to display the skins of their enemies. Rumor has it that the skins of several Starks are among the most prized in the collection.