There are theories out there that Jeyne was pregnant with Robb's child when Robb was killed and that she went into hiding to protect the baby. If the show eliminates the character of Jeyne Westerling, then I think that pretty much blows that theory up (not that I think it is a good one necessarily, the evidence is pretty weak).
If you are interested, it is in the "Heir to the North" essay on the Tower of the Hand website's essays page. They have some excellent essays there, but I think that one is a bit of a stretch.
Here is the link to the essay:
http://towerofthehand.com/blog/2010/...rth/index.html