Walda Frey daughter of Merrett Frey

Already married to Roose Bolton, Walda writes to him often at Harrenhal, where he commands the forces loyal to the Lannisters. Roose reads every letter and burns it, and never sends a reply.

The only other person who sees them is his cupbearer Nan, a servant girl at the castle no one realizes is in fact Arya Stark, hiding under a false name.

The reason behind the marriage comes out when Roose tells Ser Jaime Lannister about it: Lord Walder Frey offered him the bride's weight in silver as a dowry, and Bolton picked the heaviest of his daughters. Walda is sixteen at the time, with straight fair hair, blue eyes, and a build she makes no attempt to hide.

She is in the hall on the night of the feast that later becomes known as the Red Wedding. She tells Ser Wendel Manderly she is glad to have been Roose Bolton's choice. She leaves the hall when the bedding ritual begins and is gone before the killing starts.

After the Red Wedding, Walda sets out for the north. She is joined by her husband, the Bolton troops, and two of her kinsmen, Ser Aenys Frey and Ser Hosteen Frey.

Settled at Winterfell by now, Walda witnesses the marriage of Ramsay Bolton and Arya Stark. She is pregnant by this point.

Roose tells Theon Greyjoy that if Walda gives him a son, Ramsay will likely kill the boy, and that this doesn't trouble him: he doubts he'll live to see another son grow up, and he'd rather not see him rival Ramsay for the Dreadfort.