Rickon Stark
The youngest wolf, a wild little boy barely out of the nursery, with a black direwolf named Shaggydog.
A soul of House Stark, born at Winterfell.
The fuller tale
Season Two
Bran and Rickon vanish from Winterfell with Osha and Hodor. Bran and Rickon never left: they're in the crypts below Theon's feet.
Season Six
In Oathbreaker ÔÇö The youngest wolf, handed to the cruelest master. Umbers deliver a gift to Ramsay: Osha, Rickon Stark, and the head of his direwolf. Ramsay's letter demands Sansa and threatens Rickon; Jon reads it and stops saying no. Ramsay baits Jon with Rickon and a game of arrows; the trap closes exactly as Sansa warned.
Where they stand. Winterfell.
How it ends for them
On the screen. Killed before the Battle of the Bastards (S6┬ÀE9)
Ramsay's 'game' let the youngest Stark run across the field before Winterfell while arrows fell around him. Jon rode for him; the last arrow was faster. The trap it baited nearly killed the North's whole cause.
Ramsay Bolton produced Rickon before the Battle of the Bastards for one purpose: bait. On the field before Winterfell he cut the boy loose and told him to run to his brother ÔÇö then took his bow and loosed arrow after arrow, unhurried, while Jon galloped to close the distance. The last arrow arrived first, taking Rickon through the heart a stride from rescue, and the trap closed exactly as designed: Jon's discipline shattered, and the northern line charged early into the slaughter Ramsay had prepared. He died a hostage's death ÔÇö used, not fought ÔÇö and in the books, where he was never taken, no such death exists: Rickon Stark remains alive on Skagos in the published telling.
Their chapters, book by book
A Game of Thrones 1 chapter that name them
A Clash of Kings 2 chapters that name them
A Dance with Dragons 1 chapter that name them
Where the page and the screen part
The two tellings send him to different hiding places and different fates. The show's Umbers sell him to Ramsay Bolton, Shaggydog's head delivered as proof, and his story ends before Winterfell's walls; the books' Rickon is alive on Skagos as far as anyone knows, with Osha, with his wolf, and with a rescue mission (Davos, dispatched by Wyman Manderly, whose price for supporting a Stark restoration is precisely this boy) already sailing at the close of the published volumes. Book readers may yet get the Rickon storyline the show spent as arrow-fodder ÔÇö a wild Stark heir raised half-feral among cannibals is not a card the books deal idly.
Their journey
Where the two tellings send them to the same place the road runs whole; where they part, the screen keeps the left and the books the right.