A Game of Thrones
In A Game of Thrones (novel), Maester Luwin decides to place the crippled Bran Stark in a basket on Hodor's back so that he will have a means of transportation.
A Clash of Kings
In A Clash of Kings (novel), after Theon Greyjoy takes Winterfell, Hodor hides in the crypts with Osha, Bran Stark, Rickon Stark and the Reed children. The group splits up and Hodor goes with Bran Stark, Jojen Reed and Meera Reed, toward the Wall.
A Storm of Swords
In A Storm of Swords (novel), the group reaches the Wall and meet Coldhands.
A Dance with Dragons
In A Dance with Dragons (novel), they are attacked by wights. They escape and go into a cave. Bran Stark uses warg to travel into a cave by means of Hodor.