From A Wiki of Ice and Fire
and the location of the Weeping Water river
The Weeping Water is a river between the Last River and the Broken Branch in the North. The Dreadfort, the seat of House Bolton, lies along the river, which flows southeast into the Shivering Sea. There is ice fishing on the northern rivers.
King Theon Stark allied with the Boltons to crush Argos Sevenstar and his Andals in the Battle of the Weeping Water.
While hunting along the Weeping Water, Lord Roose Bolton raped and impregnated a miller's wife. The child of the rape was named Ramsay.
A Dance with Dragons
Theon Greyjoy remembers escaping from the Dreadfort with Kyra and stumbling over half-frozen stones in the icy Weeping Water; the escape turned out to be a hunting game devised by Ramsay Bolton.
References and Notes