One mounted White Walker seems to look directly into Sam’s eyes. After that the White Walker screams and all of them seem to go on, leaving Sam there. The scene (and season) ends here.
In the beginning of S03E01 we see Sam running. He stops by a dead man and then a White Walker attacks him.
What happened in the meantime? Did the White Walker "army" spare him? Why? Or did Sam really manage to escape (and we see him still running from that escape in the beginning of season 3)? It would seem rather hard to escape, as there are many White Walkers and Sam is not really fast.