In Season 6 episode 9
Jon Snow and his army is saved at the last minute by an army recruited by Sansa.
What house was this? Were they previously asked to help?
Science Fiction & Fantasy Stack Exchange is a question and answer site for science fiction and fantasy enthusiasts. It only takes a minute to sign up.
Sign up to join this communityHouse Arryn, led by Littlefinger as shown in the below screen shot.
Sansa requested their help in Episode Eight of Season Six. Here's what the letter written by Sansa said:
“[…] to protect me. Now you have a chance to fulfill your promise. […] Knights of the Vale are under your command. Ride north for Winterfell. Lend us your aid and I shall see to it that you are well rewarded.”
Here's House Arryn's sigil,
A white falcon volant and crescent moon on a blue field.
which can be seen when the third army rides in:
The banners (which depict a white falcon on a blue field) are those of House Arryn. Robin Arryn is the head of this house but he's a child, so Petyr Baelish acts as the Lord Protector.
This makes sense as Sansa is seen next to Littlefinger as the army arrives. Also worth noting that Robin and Sansa are cousins, through their mothers Lyssa and Catelyn, respectively.