[warning! major spoilers!]
As he lays watching his life ebb away, he is reminded of you. The gray, trodden snow mixed with his own blood formed a peculiar shade that reminded him of the long, lustrous hair of the girl he left crying and sobbing in Winterfell.
He blinks, hearing Ghost howl once more. They would probably silence him. Having his lifelong and faithful direwolf's howl serve as the background music to his death, interesting.
His mind flashes back to the stabbing, he thinks of Bran, of Rickon, of Robb, of Arya, of Sansa, and even of Lord Eddard, himself. He'd meet his father again and maybe he'd ask him about his real mother.
He thinks of you, of your hair, your smile, your lips, how you always loved to hug him. You were a strong girl, you never liked letting anyone see you cry, but when he asked you what was wrong you would always tell him, lean on him, depend on him. He remembers you loudly declaring that you would be his bride, when you were young, and how Lady Catelyn looked at him so angrily after that. He smiles sadly.
He remembers that turncloak. Theon Greyjoy. He had declared that Winterfell was his, that he had killed Bran and Rickon and married you. He heard you tried to run away only to be murdered by him, beheaded just like his half-brothers and mounted on a pike. He wanted to storm Winterfell and kill Theon himself. But he couldn't. He was a man of the Night's Watch and he was sworn to neutrality. That didn't stop him from grieving you for a whole month.
He thinks of Ygritte too. The two of you, with reddish hair and eyes he could get lost in for days. You two would have gotten along. Maybe he'd see in the afterlife.
He was headed there now anyway.