Benjen Stark - The Missing One
Geege Schuman stashed this in Best of GoT
Stashed in: Game of Thrones!
During Robert's Rebellion, Benjen was the Stark in Winterfell, but once his brother Eddard returned to Winterfell shortly after the end of the Rebellion, with an heir of his own, Benjen joins the Night's Watch, for reasons unknown.
When back at the Wall Benjen is busy with his duties as First Ranger and does not have much time for Jon. He reminds Jon that the men of the Night's Watch leave their families and loyalties behind when they join the brotherhood.
Later, Lord Commander Jeor Mormont sends Benjen with a force of rangers to find Ser Waymar Royce, who has not returned after a ranging. Benjen does not return either. The men of the Watch speculate about his fate; that is one of the motivations for the Great Ranging of Jeor Mormont.
Benjen disappears in season 1. Game of Thrones faithful still expect him to show up in the future.