In Season 1 Benjen passes beyond The Wall as part of his duties as First Ranger, only to disappear and for his horse to return alone, the men he went with later being found dead and turned by the Others.

In Season 2 we learn that Benjen dissapeard somewhere between The Wall and Crasters Keep. With Craster telling Mormont that he hasn't seen Benjen in 3 years.

In Season 6 Benjen Stark, when Bran and Meera Reed are being chased by an army of wights, a hooded figure with a concealed face arrives atop a horse, wielding a flaming chain, to burn the wights and rescue the pair. When the wights become too numerous to fight off, he pulls Bran and Meera onto his horse and rides away. The next day, the hooded man feeds Bran the blood of a dead rabbit, and says he arrived to help because the Three-Eyed Raven requested it.

When questioned on his identity, he pulls down his scarf and hood, revealing himself as Benjen Stark.…