Benjen Stark fled the North - he had to ditch his blacks which came in handy when he wanted to hand off the dragonglass and horn. Perhaps he thought he would be back to get them.
He got to Winterfell - perhaps above ground or perhaps via tunnels (grendel's or Brynden's) which connect with the lower levels of the crypts, which we havent seen yet.
He gets out sometimes, wearing a hooded cloak, and cant resist smarting off to Theon.
LW knows where the crypt entrance is, at the foot of the tower, where Bran fell. Rickon took the Walders there. LW went nosing around the lower levels and Benjen killed him and brought the body to the surface, where BW found him and dug him out of the bloody snow. Or BW narrowly escaped a similar fate, or found the body in the crypts, dragged the body to the surface and stuck it in a snowdrift while he went off to think about how to deal with everything. I am not clear who claims to have found LW, BW or the Frey guy. Maybe he Frey guy found BW with LW - it is much harder for blood to freeze when it is on a living person's clothes. Also, the bloody snow. The extent of blood on BW could be from carrying the body soon after or soon before death or from bloody snow.
Anyway, it's Benjen. in the lower levels of the crypt. With a wight.
Edited by rmholt, 02 August 2012 - 07:31 PM.