From A Wiki of Ice and Fire
|Theories may be removed if ...|
Land of Always Winter
There is a theory that Benjen went to the lands of always winter or else to find out about the others and their doings. He could also be Coldhands, looking as to what happened to his other rangers.
- Leaf says about Coldhands: "They killed him long ago." Benjen Stark died/went missing only two years prior, a small amount of time for someone over 200 years old.