Jim (Devil in the Smoke)

 was a boy in 19th century London who did not know his last name. He built a snowman with his friend Harry and witnessed the body of a woman fall out of it. Later, he tricked Harry into getting trapped by Able Hecklington so save his own life, but after Harry was saved by the Madame Vastra, Jenny Flint, and Strax he was pushed into a vat and killed. His physical body was then possessed by an alien entity that looks like fog.