In Game of Thrones Season 2 Episode 10, Theon and his men in Winterfell were surrounded by the troops Robb sent. It seemed they don't stand a chance against the Robb's men. In the morning, Theon and his men shout battle cries before they confront the Northmen outside.
Suddenly, Theon was knocked down by one of his men. They carry unconscious Theon and try to sneak out evading the battle to their home.
And in the next cut, Bran, Rickon, Hodor and Osha get out of their hiding place. They see Winterfell is burning and its people are dead.
Where did all the troops go? They came to retake Winterfell. Winterfell was under siege by them. Then why no one but dead commoners and burning buildings when Bran and the others came out?