Lady Catelyn Stark (Michelle Fairley)
Although she lost her life during the murderous Red Wedding during season three, there's reason to believe that Lady Stark may come back again. (Warning: book spoiler follows.) According to the novels by George R.R. Martin, Lady Stark's corpse is brought back to life under the name Lady Stoneheart. The new character is basically a zombified version of her.
That seems like it could be a job for McShane.
Sandor Clegane aka The Hound (Rory McCane)
The Hound was supposedly killed during his fight with Brienne (Gwendoline Christie), but many fans are placing their bets on a theory called Cleganebowl. The belief basically says that a priest saved The Hound from his mortal wounds and he sets off for a destiny that sees him locking swords with his brother in a trial by combat.
Some believe that McShane will be playing that priest, therefore bringing The Hound back from "death."
Benjen Stark (Joseph Mawle)
The mention of Benjen Stark's name may still make fans cringe as it was used to lure Jon Snow to his death.
He's Ned Stark's brother and the Stark children's uncle. A ranger of the Night's Watch, he hasn't been seen since season one when he failed to return from a search for another ranger in the Haunted Forest. But he could still be out there...
Perhaps McShane is playing someone who discovered an injured Benjen in the forest and nursed him back to health?