Show status: Unlikely.
Book status: Unprovable, undisprovable.
The logic behind it: This theory didn't manage to make it through Season 6 unscathed, thanks to Ramsay Bolton's planting a dagger in his dad's chest at the captured Winterfell. But based mostly on descriptions of his behavior in the books, some think that Roose Bolton, head of House Bolton, isn't a man: rather, he's some sort of vampire or undead monster. This mostly comes from his George R.R. Martin written descriptions, which can be read out of context as basically inhuman:
In Game of Thrones: "His eyes were curiously pale, almost without color, and his look disturbing."
In A Clash of Kings: "He had a plain face, beardless and ordinary, notable only for his queer pale eyes. Neither plump, thin, nor muscular, ... Only his eyes moved; they were very pale, the color of ice."
Then there's the fact that Roose Bolton of the novels gets regularly leeches, which he claims purges the "bad blood" from his body. Compare this with a Coldhands quote from the third novel, A Storm of Swords: "Once the heart has ceased to beat, a man's blood runs down into his extremities, where it thickens and congeals." Doesn't it sound like Roose Bolton could be leeching congealing blood out of himself? Gross. Apparently he also smells weird and barely eats. There's even a line or two about him mopping up blood from his rare meat with bread. There's more textual evidence that Roose Bolton is an undead monster than there is for most of the other theories on this page.