Bran: "Will you know how to find the Last Hearth?"
Osha: "You Southerners build your big castles and you never move. You're easy to find."
— Brandon Stark and Osha before the latter leaves for the Last Hearth.
The Last Hearth is the seat of House Umber, a vassal house holding fealty to House Stark of Winterfell. It is located south of the Gift, east of the Kingsroad and north of the Last River.
When Theon Greyjoy is being tortured by Ramsay Snow, Ramsay forces Theon to play a guessing game of their location. Theon guesses Last Hearth, but is ultimately incorrect and after another wrong guess, Ramsay flays Theon's little finger.
Bran Stark decides that he must go north of the Wall with Hodor, Meera, and Jojen Reed and realizes that his younger brother Rickon Stark cannot go with him. To keep Rickon safe, he instructs him to leave with Osha and Shaggydog and attempt to reach the relative safety of Last Hearth.
With the deaths of Greatjon Umber and his son, Last Hearth passes to Ned Umber, Greatjon's grandson. Though Sansa Stark advocates stripping House Umber of their lands and titles due to Smalljon's treachery by delivering Rickon and Osha to the Boltons after his father's passing, Jon Snow refuses to punish Ned for his father's actions, and forgives House Umber when Ned swears fealty to House Stark, allowing the Umbers to keep Last Hearth.
As the furthest northern settlement in the North, Last Hearth will (as Jon Snow remarked) likely be the first obstacle in the path of the army of the dead, having penetrated the Wall.
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