Spoilers follow for both A Song of Ice and Fire Book series and Game of Thrones TV series.
I suspect Sansa will escape Ramsey and take over the role her mother plays in the books. Sansa will become Lady Stoneheart. If she remains alive, she will take Theon and meet up with Brianne and Pod who will become her posse. She will visit vengeance upon the Boltons throughout the North. If she dies in her escape attempt, her body will be recovered by the Brotherhood Without Banners (like her mother in the books.) If this happens, look out Littlefinger!