Thing that came in the night
Long ago, multiple apprentice boys at the Nightfort claimed to have seen something which came in the night, but their descriptions of it differed when they informed their Lord Commander. Three boys died within a year and a fourth went mad. The thing is said to have returned a century later, this time with the apprentices shambling behind it in chains.
A Storm of Swords
While at the Nightfort, Bran Stark tries to avoid thinking of the thing that came in the night and Mad Axe. Bran is scared by a large figure emerging from a well, but it turns out to be Samwell Tarly.
—thoughts of Bran Stark