The last time we saw Sandor Clegane, also known as the Hound, was during Season 4 of Game of Thrones. After fighting with Brienne of Tarth over Arya, the Hound was left with a broken leg, his neck still infected from a bite, and badly beaten. He asked Arya to just kill him so he wouldn't have to suffer but because the Hound was on Arya's list, she decided to just leave him there to die. But did the Hound actually die on Game of Thrones? There's a good chance he could return to the current season.
On Game of Thrones it has become practice to not believe anyone's dead unless you actually see them die, and even then you can't really believe it. This season alone we've seen Jon Snow be resurrected and Benjen Stark, who's been presumed dead for years now, make a reappearance. Although all men must die, there's no rule that says they can't come back and that may very well be the case for the Hound.
Based on scenes in the Game of Thrones books, the popular fan theory is that the Hound was taken in by The Elder Brother from the Quiet Isle, who we have yet to see on the show, and was either nursed back to health or brought back to life.
In the fourth Game of Thrones book, A Feast of Crows, Brienne goes to the Quiet Isle looking for Sansa Stark but instead finds the Elder Brother. Brienne's right hand man, Podrick, notices the Hound's infamous warhorse, Stranger, and the Elder Brother informs them that the Hound died, even showing them his grave.
However, the group passes an unusually tall novice with a limp, digging graves, and many Game of Thrones book fans believe this mysterious man to be the Hound, now a changed man. Fans believe this theory will be proven this season because actor Ian McShane has signed on to join the cast of Game of Thrones this season and we have reason to believe he'll be playing the Elder Brother.
"My character is an ex-warrior who's become a peacenik," McShane said on BBC Breakfast. "So I have this group of peaceful... it's like a cult, peaceful tribe... who have brought back... I bring back a much loved character that everyone thinks is dead. So, I'll leave it at that."
McShane pretty much described the Elder Brother and though it's debatable if the Hound is really a "much loved character" it's pretty fair to assume that he's the character McShane is talking about. So, it seems like this season may be the season of epic returns. Maybe we can still hold out hope that Lady Stoneheart will show up? One can dream.