Little Henry is a minor character in American History X but arguably the most important, he is also the final antagonist in the film - yet the most devastating.
Little Henry was an African-American student who had a violent confrontation with Danny Vinyard, this would climax with Little Henry returning with a gun and shooting Danny (who had recently given up his Neo-Nazi ideals) in the chest, killing him.
This tragedy caused Derek deep distress and the movie ends with Derek holding his dead brother's body and Little Henry's fate is unknown (it is likely he was arrested on charges of first degree murder or possibly killed).
Although the film ends without explaining what effects Little Henry's murder had on Derek in an original script Derek was shown to have returned to Neo-Nazism due to it (this was not made into the official film, thus should be considered non-canon).
In an early draft in the film, Little Henry seemed to be hesitant on killing Danny; he was afraid to shoot Danny, and Danny tried to take the gun from Little Henry, but then he shoots him. Little Henry was then horrified of what he just did to Danny.