If Hodor had to leave Germany, I think he'd be most comfortable in a place that best resembles his former home of Winterfell. The closest would perhaps be Russia. He'd fit right in being a huge, brutish looking person with an incomprehensible speech pattern. He's not much of a drinker, though, but he'd have no problem living out in the wilderness which makes up most of the country. He may even start carving blocks out of stone and use them to build his own castle with the resemblance of his home castle, Winterfell. Then, he'd name it after his home, Winterfell, and let people move on in to establish a population where Hodor is the defacto ruler of the castle. He'd likely claim the surrounding lands as his kingdom and go to war with Russia itself. He would not stop until he took over the entire country. Or something like that.