Billy

Billy is a background character in the second season. He is played by an unidentified extra and only appears in "A Man Without Honor."

Season 2
Bran Stark assigns Billy and Jack, two orphan boys from the Winterstown, to aid one of his shepherds. When Bran and Rickon Stark escape from the Ironborn occupation they reach the shepherd's farm and see Billy and Jack playing there. Theon Greyjoy hunts them to the farm and then returns to Winterfell with two burned corpses.

In the books
In the A Song of Ice and Fire novels, Theon's hunt leads him nowhere, but a freed prisoner from Winterfell named Reek (actually, Ramsay Snow in disguise) leads him to a mill where he remembers there being two boys. They are not orphans but the miller's sons. Both boys are killed with their mother. Later the boys' bodies are treated as in the TV series to cover the Stark boys' escape. It is unknown where the miller was at that time, and how he reacted when he found his wife dead and his sons missing.