Wights

A wight is an animated corpse, used by the White Walkers for unknown purposes.

Winter is Coming
During a battle with the White Walkers, Will of the Night's Watch sees the corpse of a young wildling girl standing and walking. She now has blue eyes similar to a White Walker. Will flees before she shows any other capability.

In the books
In the Song of Ice and Fire novels, the Others (the book term for the White Walkers) are able to animated corpses to serve them in various capacities.