Harlaw is one of the seven main Iron Islands, an archipelago located on Ironman's Bay, on the western side of Westeros. Harlaw is the easternmost of the Iron Isles, and is ruled by the Lord of Ten Towers, House Harlaw.
In the books
House Harlaw are the overlords of much if not most of the island, and they are one of the most powerful vassals of the Greyjoys. Balon Greyjoy's wife Alannys was also born into House Harlaw. The current head of House is Rodrik Harlaw, maternal uncle to Theon and Asha (called Yara in the TV series). Rodrik and House Harlaw are major supporters of Asha.