I have watched Season 3 of Game of Thrones twice now and I still don't understand why Ramsay Snow engineers a sham escape for Theon Greyjoy.
Just to recap for anyone that does not remember, Ramsay, who is the illegitimate son of Lord Bolton, pretends to be a menial servant after Theon is betrayed and handed over to the Boltons at Winterfell. Then Ramsay, still pretending to be a servant, helps Theon escape, even killing 3 of the Bolton men pursuing him. He then leads Theon back to the Bolton Castle while pretending to lead him to freedom and Theon is imprisoned again.
What is the purpose of this sham escape? Is it explained in the book? Maybe explanatory material was edited out of the film?