While their romantic interactions wane after Season Three, the resolution of their arc occurs in the Season Four episode "The Watchers on the Wall." This episode brings the thematic conflict to its violent conclusion. Jon, now acting Lord Commander, must defend the Wall against the Wildling army that includes Ygritte.
Essential viewing. Watch from S2E6 through S4E9 for the complete, heart-wrenching story. jon snow and ygritte episodes