What limits large-scale social organization north of the wall? Are the climate and geography unsuitable for large-scale societies (save for occasional alliances that smash against the Wall) everywhere but Thenn and Hardhome?

Climate and geography make things much more difficult by making agriculture very difficult. 

Without agriculture, you don’t get settled populations (especially true in the wildlings’ case, because they’re mostly nomads who have to keep following the elk and reindeer herds) which make large-scale organization easier because people know where to find other people and they can make long-term investments in infrastructure, and eventually small settlements become larger settlements become towns become cities. 

Without agriculture, you also don’t get much in the way of surplus food, which you need in order to have people specialize in non-food-production activities which down the road will create the basis for commerce, writing, communication, etc., to have population growth that creates both the demand for social organization and the labor supply to staff it, and to have exportable commodities that could allow you to make some social/technological leaps through engaging in trade with more organized neighbors. 

That’s not to say it’s impossible – there are wildling villages relatively close to the Wall, and we have Hardhome as well – but it’s much much more difficult.