Did Robb Stark ever receive the NW’s plea for help? Since the North would be the first hit by threat, you’d think it would be at least as large a concern to him as the IB, but I don’t remember him mentioning if once, even when he’s planning his Northern campaign. I don’t remember Catelyn, Bran, or Theon mentioning them either. What happened?

The letter from Bowen Marsh reaches the south in Tyrion IV (according to the best timeline I have, roughly 11/21/299). Robb leaves Riverrun in Catelyn V (roughly 11/23/299). I think the letter arrives in Riverrun after Robb has already left. 

As for Bran and Theon: Winterfell burned down two months before Bowen sent the letter, so it wouldn’t have been received there. Bran would have been a fugitive and Theon a prisoner when the letter reached the lords of the North.