Whatever theory you have on this subject, write it here. Also if you think he's dead, no point commenting.
Anyways here's mine;
I think Benjen along with his remaining party saw the Others and their forces gathering up and getting ready. The sight would've made them awestruck and fearful at the same time since the army and threat stretched miles(Something like that). And Benjen could just judge from that very sight, that even the whole of Westeros wouldn't be able to defeat them, nevermind the Nights Watch. So he'd set off..........(Wait for it) to find the Children. He'd know that the power of the Children would be able to help and fight them off just like they did last time. And why would he believe in the children all of a sudden? Well what if he found evidence of their existence on his journey? He probably even found a corpse of some sort. Maybe he believed in the Children since he was a child like Bran does; maybe THAT'S why he joined the Nights Watch; to meet the Children. So yeah, when the huge epic battle between the Others and the forces of Westeros is going on, and all seems lost, out comes Benjen charging with the forces and power of the Children behind him.
Well that's my theory, I actually think this may be the case. Anyone else got any others?
Edited by Sarnius, 11 March 2012 - 01:02 PM.