Lord Orun is a non-playable character from Fire Emblem: Fūin no Tsurugi.
Background
During the beginning of the game Lord Orun is the Marquess of Thria, a territory of the country of Lycia on the continent of Elibe. Thria is one of the farthest west territories of Lycia, just south-east of Ostia.
Lord Orun is also the half-brother of Hector who was the Marquess of Ostia for roughly 20 years as of Fire Emblem: Fūin no Tsurugi before his death early on in the game. The genealogy that makes them half brothers is left somewhat unclear in the storyline however.
Personality
Lord Orun was an extremely kind man judging from what is said of him in Fūin no Tsurugi. While still alive he allowed Sue, who was escaping from Sacae, to stay at Castle Thria.
Roy also commented on Lord Orun's kindness when he acknowledged that Lord Orun would definitely let his group stay at the Castle to rest before continuing to Ostia. Lord Orun was apparently very trusting, which Wagner used to his own advantage.
Lord Orun is not actually seen onscreen in Fūin no Tsurugi or even in the prequel Fire Emblem: Rekka no Ken, due to his early death in the first and his unimportance in the latter. He is however commented on on a few occasions by characters, mainly around Chapter 6 of Fūin no Tsurugi.
Circumstances Involving Death
During Fūin no Tsurugi, Lord Orun is assassinated by his trusted retainer Wagner. Wagner did this shortly before Chapter 6: The Trap.
Wagner had the Marquess assassinated so that he could capture Princess Guinevere who was passing through Thria to Ostia with Roy and his company. He planned to trick Roy into coming into Castle Thria and then kill Roy and his group, and capture the Princess. He would then have her given to Bern (who was invading Lycia) to gain the country's favor. The method in which Marquess Thria was assassinated is not made clear in the game.
After Wagner invited Roy and company into the castle, and they accepted, Roy was approached by the thief Cath while Wagner was in another room. She informed Roy of the conversation she had heard Wagner having with a soldier about how he planned to kill Roy and his group. When Roy asked Cath about Lord Orun she said: "Oh, that guy's dead."
Roy and his group then tried to leave Castle Thria but were approached by Wagner as they were doing so. After hearing how they intended to leave unless they could see Lord Orun, Wagner decided to just attack them with the Castle's forces, and a battle thus ensued. This battle ended in Wagner's death.