Danny is one of the two guards of Ish's community in the Pittsburgh sewers. You learn about him from the Kid's drawing, found in the sewer nursery during The Suburbs.
In the Sewers part of The Suburbs, as you walk through the nursery with Sam, check the bookcase beside the easel on the right. A child drew two armed men and labelled them Danny and Ish, the group's protectors. It is the only place Danny's name turns up.
Ish and Danny kept the settlement of nearly fifty people safe, salvaging armor, assault rifles and sawed-off shotguns from dead soldiers. His gear in the drawing suggests he took a uniform from one of them.
Someone left a door open and infected flooded the settlement. Ish, Susan and a few children escaped to the suburbs, Kyle died trapped with other children, and Danny's fate is never revealed.
Henry
Henry is a young survivor from Hartford who is trying to get his little brother Sam out of hunter-held Pittsburgh. He and Joel get off to a bad start in a brawl, then team up to escape the city, and he fights beside you through the end of Pittsburgh and The Suburbs.
Ish
Ish is a survivor you never meet in person: you learn his story from a trail of notes in The Suburbs, from his wrecked fishing boat on the riverbank to the sewer camp he built under Pittsburgh. Picking up his notes in order tells how one lonely man built, and lost, a community.
Kyle
Kyle is a father from the Pittsburgh suburbs who joined Ish's community in the sewers. In The Suburbs you learn his story from the Looting note and the Cornered note, and Ish mentions him in the Rain catcher note.
Sam
Sam is Henry's 13-year-old brother, a quiet, anxious kid who becomes Ellie's first friend her own age on the road. You travel with him from the hideout in Pittsburgh through the sewers and suburbs in The Suburbs.