Game of Thrones director Alan Taylor has confirmed that Benjen Stark is dead, following the season 7 episode "Beyond The Wall". One of the most celebrated installments in Thrones' latest run, "Beyond The Wall" saw Jon Snow and his merry band of waifs, warriors, and Wildlings venture north of The Wall in an attempt to capture a Wight and prove to the people of Westeros that the threat of the White Walkers was very much real. The episode provided a number of notable visuals and key talking points, including one of Daenerys Targaryen's dragons being killed and possessed by The Night King.
"Beyond The Wall" also featured the brief but triumphant return of Benjen Stark. The mysterious man, also known as Coldhands, was seen heading North in the very first season of Game of Thrones and didn't re-emerge until season six, when he aided his nephew Bran. Benjen rode to the rescue once again in "Beyond The Wall", saving another nephew, Jon Snow this time, from an onslaught of the undead. Although Benjen managed to hoist Jon onto his horse and send him back South, Benjen himself was faced with an oncoming army of Wights.
The man who directed that particular episode, Alan Taylor, has now confirmed that Benjen does indeed die in this scene. Speaking on the DVD commentary for "Beyond The Wall" (via JOE), Taylor solemnly confirms "he meets his end here."
Game of Thrones has a strong reputation for resurrecting characters long thought dead and as such, it's unwise to assume anyone's demise unless it is explicitly shown onscreen (see Ned Stark, Petyr Baelish, etc.). Because of this, many Thrones fans may have been clinging onto the vague hope that Benjen Stark somehow survived season seven and could re-appear further down the line, no matter how desperate his situation looked in "Beyond The Wall". Alas, that small ray of hope has now been extinguished.
Of course, confirmation of Benjen's death doesn't necessarily mean that the character won't reappear in an undead form in the forthcoming Game of Thrones season 8. Benjen was somewhat unique in the show's mythology, as he had previously been stabbed by a White Walker but was saved from becoming a Wight by having his heart pierced with dragonglass. Subsequently, it's unknown as to whether Benjen can still become a Wight or whether he died in the conventional manner. If the former happens to be true, the character may yet re-emerge as an enemy of his nephew Jon in season 8.
Game of Thrones season 8 is expected to premiere in 2019.