One of the theories suggest that after getting killed at the hands of the White Walkers, HODOR suffered a similar fate as the rest of the dead do. He turned into a White Walker himself.
Think about it. We’re into the final epic battle scene where the White Walkers are fighting and HODOR starts running towards Bran to kill him. All his life, he fought to save Bran and what an ironic scene it would be to see Bran fighting HODOR to save himself. Who knows he might have to get killed by him. We all remember how bad Bran’s aim was right? What if the only time he gets his aim right is when he shoots a bow right through him while Snow kills him with his dragon glass! Chilly!
Game Of Thrones 