Technically, all of the Stark children have very strong bonds with their respective wolves and can warg into them. Sansa can't though, because her wolf is dead. Arya still wargs into Nymeria when she sleeps, they just haven't covered that yet or deem it important enough to put on the show. Same with Jon wargs into Ghost when he sleeps sometimes and so does Rickon into Shaggydog. The important one is Bran because he is more gifted than his siblings and can control other animals as well apparently weak-minded humans/crossbreeds such as Hodor.
Outside of the Stark children, the other wargs in the show are the wildling guy who was killed last night, and the older blond kid (Jojen Reed) in Bran's group.