@quoth I am pretty sure somewhere before the Asha chapter (maybe a Jon or Stannis chapter) it is explained that Mors joined Stannis because he wanted to drink from Mance Rayder's skull but would not fight his brother. maybe I am wrong but I thought he was one of the only Northern Lords to openly join Stannis...besides the devious Karstarks, and thus was with Stannis during the march to Winterfell