Roose Bolton has been made Warden of the North. He stands to lose everything if the wildlings break through the Wall. Castle Black is guarded by a hundred men and it appears the Boltons have several thousand. Why won't he garrison the Wall with his men? Tywin Lannister knows about the threat, surely Bolton must know as well.
Many political and military leaders get the letter from Master Aemon that the Night's Watch needs help defending the wall against the Wildlings. But not one of them takes the call for help seriously (not even Stannis at first).
Only Melisandre sees the threat from north of the Wall and it is not the Wildlings but the White Walkers that are the real threat for the Seven Kingdoms and convinces Stannis as Chosen One of the Lord of Light to lead his army to the Wall.
For the most part it's the most northerly of the Northern houses who would be immidiately impacted by a wildling attack. People like House Umber and House Flint. The Starks have been overlords of these northerly people for thousands of years, and have come to realize that a threat to their underlings are a threat to themselves, which is why they too take the Wall seriously.
The Boltons on the other hand have only recently become overlords of the North, despite their constant struggle with the Starks in the past. Also, not all the North is united under their banner yet. Several noble houses are still loyal to the Starks and refuse to give fealty to the Boltons. Amongst the most loyal are those very same northerly people who live next to the Wall. So the Boltons have little desire to help those rebel lords when their men are still badly needed to unite the Northern lands and kick out the remnants of the Greyjoy invasion.