Game of Thrones' Alfie Allen Dissects Theon's Stockholm Syndrome

[WARNING: The following contains spoilers from Sunday's episode of Game of Thrones. Read at your own risk!]
Why didn't Theon Greyjoy greet his sister with open arms?
Game of Thrones' Theon Greyjoy (Alfie Allen) has been in the not-so-tender clutches of Ramsay Snow (Iwan Rheon), who has systematically, beaten, flayed, sliced and even emasculated the former ward of Winterfell. On Sunday's episode, Theon's sister Yara (Gemma Whelan) attempts to break Theon free of his prison, but encounters a surprising response. Not only does he refuse to go with her, but he insists that his name is Reek.
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"It's really quite heartbreaking and heart-wrenching to see it," Allen tells TVGuide.com. "Big sis goes back to save him, and he's just not the person who she thought he was. He's so paranoid that he thinks it's a thing being staged by Ramsay just to test his devotion to him. So he's just playing a part in that whole scene. He's just trying to stay as Reek, stay as Reek, otherwise, he's in big, big trouble. It's very sad."
We first met this alter ego Reek earlier this season when Ramsay tried to impress his father Roose Bolton (Michael McElhatton) by showing that Theon-Reek can even be trusted with a sharp razor in one of the second-most tense shaving scenes in the series. After the latest incident with Yara, Reek says that he loves Ramsay. This intense identification with his captor and his captor's needs smacks of the hostage bonding Stockholm Syndrome. "Absolutely," Allen agrees. "I think there's definitely an attraction there for sure. [Laughs] A forced attraction. ... He's constantly oblivious to any other emotions other than what Ramsay wants him to feel."
Check out the rest of our interview with Allen:
Do you view Reek and Theon as separate characters?
Alfie Allen: Yes, definitely, without a doubt. He's a completely different person, so that's why it would be quite difficult to jump in and out of it. I tried to sort of figure out a different sort of posture for the character and make it quite physical as well, but you've got to be a really good actor to do that. In terms of physically being Reek, it's quite exhausting.
Is there some part of Theon still living inside Reek? What is he feeling when he hears that Robb Stark (Richard Madden) is dead? He pauses when he's shaving Ramsay.
Allen: Hearing that news, I'd say that he definitely goes back to Theon for a short period of time. But in Ramsay's presence, he's just Reek. I think in moments alone, it's probably when he sort of tempts himself and gets back to the old Theon again.
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Do you think Reek even for a second thought about using that razor to slice Ramsay?
Allen: No. I don't think there was at all. I think it's just hearing the news. I don't think he's even in that position to even think about harming Ramsay. He's his devoted servant at this point.
Is he completely bereft of hope?
Allen: I think at this point, yeah. That hope will show up later on for sure.
How does he keep going?
Allen: Pain, fear, just fear. If he doesn't do what he's told, he's going to suffer a very horrible torture. He just needs to do what he's told, otherwise he's in big trouble.
Does he consider ending it all?
Allen: Very good question. No, I think he's too frightened to do anything like that. Ramsay is one and all, one and only. Even doing that to himself would come at a worse price from Ramsay.
What's your favorite thing about playing Theon and Reek?
Allen: That he makes mistakes. In a show like this where there are so many sort of heroes and characters that may not ring true to real life, I would say Theon is actually quite a human person. The fact that he just makes mistakes is like one of us really.
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Have fans been sympathetic to Theon after last season? They should be now!
Allen:  Yes, people have really been, you know, I get a lot of pats on the back. I'd say people are a lot more sympathetic towards his situation. Some people are obviously, "We wanted him to go through more pain," namely my friends. My mates just find it funny when they see me tied to a cross.
Weddings play such a big part on the show. Which Game of Thrones character would you invite to your wedding?
Allen: The Hound because he would just make sure that there would be no fights breaking out. He's just a dude.
Do you expect a lot of fights at your wedding?
Allen: I think there are always fights at weddings aren't there? Everyone always gets a little pissed. In England they are anyway. It's not a wedding without a punch-up is it?
If you could warg with any animal, what would it be and why?
Allen: A mole. I want to be a mole. I like to burrow. I like to go underneath ground. I can go undetected. I like the idea of being a mole. Or a hedgehog. Mole or hedgehog for me, please.
Did your heart break over Reek? Do you still have hopes for Theon? Want to revisit the botched rescue and Tyrion's trial? Watch "The Laws of Gods and Men" here.
Game of Thrones airs Sundays at 9/8c on HBO.
(Additional reporting by Sadie Gennis)