A Compendium of Theories

This thread on Westeros.org is an accumulated list of all the theories in ASOIAF, categorised by types like ‘True Identities’ and ‘Conspiracies’. A Wiki of Ice and Fire also has a page assigned for speculation and theories (you can see an index of them here); both compilations are extensive and updated. Note: Both compilations list theories pertaining to the books (the show’s modified storyline has meant that some theories like Coldhands’ identity remain debatable).