I think it depends on what you consider "close".
Arya and Jon certainly had a close relationship, and it seems to me that Robb and Jon were fairly close, too.
I would say that Bran idolized both Robb and Jon, but the age difference was too big to play with them (at least in later years) or share his thoughts with them.
I would expect Bran to be close to Arya as she is closest to him in age and a tomboy, but they don't think about each other much, surprisingly. Although, Bran mistook Lyanna and Benjen for him and Arya, so they must have played swords together at some point. (I will probably never get how Bran could confuse himself with Benjen when Benjen has dark brown hair and Bran auburn. Maybe his auburn hair is so dark that the colour is hard to get right?
I didn't get impression that Bran and Rickon had been close, either. Bran thinks about Rickon more as his "baby brother", than as his playmate. Rickon is younger by four years and his temperament is completely different, and he seems to enjoy company of wild, lively boys such as he is. He prefered Walder Freys to Bran and
the Reeds, so I don't think it was only about Bran's movability.
For that matter, I wonder if Rickon will be able to remember any of his siblings, except for Bran, who stuck around him for the longest time. He was just so young when the rest left Winterfell.
On the other hand, I think Bran got along very well with Sansa. Again, I woudn't say "close", but they both loved chivalry (Bran wanted to become a knight) and it has always seemed to me they were Catelyn's favourites.
I don't know about Sansa. Maybe I'm mistaken, but it appears she was closer to Jeyne Poole than her brothers and sisters. I think she had good relationship with both Bran and Robb, and she probably liked to be around Rickon when he had been a cute baby. About her and Arya, well, I think that deep inside, they love each other very much, but they just have almost nothing in common and get on each others nerves regularly.
Sansa and Jon easily had the coldest relationship, imo. Not that they woudn't care what happens to the other, but as others said, they had no common interest, they probably saw each other little and Sansa had been very conscious of the fact that Jon is a bastard because she listened to Catelyn's lessons about proper lady-like behaviour. But they had to interact from time to time (I wonder how the conversation about what girls like came up. )
Robb and Arya are an interesting case. I agree, they don't seem to be close. But why?
Overall, I think the Stark children bonded well enough. Compare them to Robert, Stannis and Renly, Viserys and Dany, Theon and Asha, Theon and his older brothers, Tyrion and Cersei, messed up Cersei and Jaime, Tyrion and Jaime (at this point of time), Arriane and Quentyn didn't know each other, the same for Quentyn and Trystane, the age discrepancy between Arianne and Trystane is too great, Catelyn and Lysa, who was probably always jealous of her, . . .
If they have bastardborn siblings, they probably don't even know they exist (and don't care about it).
Aside of the Stark children, the good relationship probably have Tommen and Myrcella, the Tyrells, the older generation of the Lannisters and probably the older generation of the Starks (Although, Eddard was probably cut off from the others, as he left the North at early age. I agree that there was something going on between him and Brandon).
Edited by lojzelote, 01 June 2012 - 05:34 AM.