Jon Snow creates House Thenn out of the leader of a wildling clan and Alys Karstark in "A Dance With Dragons" to prevent Alys from being forced to marry her cousin, after she flees to Castle Black for safety. Melisandre performs the wedding between Alys and Sigorn Thenn. In the show, Alys Karstark was seen very briefly in season seven, to swear fealty to Jon Snow.
Technically Alys has a brother Harrion Karstark, but he's a captive in Maidenpool as of "A Feast for Crows," and it's revealed in "A Dance With Dragons" that her uncle plans to ask King Stannis to allow Alys to inherit, skipping over her brother. Alys' cousin would inherit Karhold if she were married to him. By marrying Alys to Sigorn, Magnar of Thenn, Jon secures the castle for Alys (and the Thenns) should her brother Harrion die. (Magnar means “lord” in the language of the First Men, which is still spoken by clans north of the Wall.)
It’s worth noting that in the books, Thenns are not cannibals like they are in the show. Actually they're quite civilized. It’s the Ice-river clans that are cannibals, but the show probably didn’t feel like going over all the clans (there are too many to name) and just combined the two.