I love that this show has made us think characters will just pop into locations that would take weeks to get to.
Littlefinger's Teleportation Machine, I call it.
Littlefinger managed to go from the Eyrie to Winterfell, then to King's Landing over the course of a few days.
He did the same thing when he was visiting the Stormlands to offer terms to Catelyn and the Tyrells, just whisking back to King's Landing.
It took Melisandre about a half a day to get from a place right outside the path leading to Winterfell back to the wall despite the fact that half of Stannis' men starved to death on this trip.
It seems like
Theon has borrowed it next episode.