Jory Cassel
Captain of the Stark household guard and nephew to old Ser Rodrik, a steady, loyal swordsman who follows his lord south.
The fuller tale
Jory is what loyalty looks like when nobody is writing songs about it. Nephew to Winterfell's master-at-arms and captain of Lord Stark's household guard, he grew up in the castle's service and rose in it the honest way; by the tale's start he is the man Ned trusts at his back without needing to think about it, easy with the Stark children, quick with a grin in the training yard, and good enough with a sword that the job never looks difficult. When Ned goes south to be Hand, Jory picks the men who ride along — which means he personally selects the company that history has marked for the purge.
In King's Landing he does a captain's quiet work: minding an increasingly frightened household, carrying his lord's messages into rooms full of enemies, fishing Arya out of the Red Keep's cellars when her cat-chasing takes her somewhere dangerous. The books give him a small, telling grace note — he fought through the rebellion at Ned's side, one of the few who came home — and both tellings use him the same way: as the warmth of Winterfell carried south, so that when the knives come out, the audience feels the North bleeding and not just its lord.
The page and the screen
The tellings differ only in staging. Book Jory dies in the same street brawl but in the general butchery of Ned's men, one name among several the books make you feel; the show isolates him for a duel-length moment with Jaime Lannister and gives him the dagger through the eye that viewers remember. The show also invented a warm little scene of Jory and Jaime trading war stories at Winterfell — veterans of the Greyjoy Rebellion on opposite sides of everything else — which quietly sharpens what follows between them. In both tellings his true structural role is identical: he is the first man of Winterfell's own to die for the Starks' southern adventure, the war's down payment.
Where they stand, season by season
Their fate — if death has found them, it is written here. Open at your peril.
The show: Killed in King's Landing (S1·E5)
The books: Killed in the street (AGOT, ch. 36)
Winterfell's captain of guards followed his lord south and stood with him in the streets of King's Landing when Jaime Lannister came for a reckoning. He died with a dagger through the eye, defending Ned to the last.
When Catelyn seized Tyrion on the road, Jaime Lannister came looking for repayment and found Ned Stark outside Littlefinger's brothel with a handful of guards. The street fight that followed was short and entirely one-sided in the ways that mattered: Jory died at his lord's side, killed by Jaime himself — in the show, a dagger driven through his eye after Jory's sword had barely cleared its sheath; in the books, cut down with the rest of Ned's men in the melee while a Lannister spear-wall did its work and Ned's leg was crushed under his dying horse. Either way he ends exactly where thirty years of service had always placed him: between danger and Eddard Stark. Winterfell learned of it by raven, and Ser Rodrik had to hear how his brother's son died in a southern gutter over a queen's brother's arrest.