Walder Frey child of Jammos Frey

When Catelyn Tully arrives at the Twins to treat with Lord Walder Frey, Walder is among those present, and the pact struck that day between his house and the Starks sends him north as a ward — hostage to the alliance — to Winterfell, alongside a cousin who shares his name and goes by Walder the Younger.

There the two cousins invent a game of their own, 'Lord of the Crossing', which lasts until Shaggydog, Rickon's direwolf, turns on Walder the Younger and puts an end to it for good.

Months later, word of Ser Stevron Frey's death reaches Winterfell, and the two cousins argue over where each stands in the line to inherit the Twins, with no sign of grief for their kinsman.

When Ramsay Snow puts Winterfell to the sack, both cousins end up among his prisoners.

A letter reaches the Twins bearing both cousins' names, laying the burning and sacking of Winterfell at Theon Greyjoy's door.

Lothar Frey carries that false account to Robb Stark and passes it off as true.

By then his cousin is already serving as Ramsay Bolton's squire.

Walder makes no secret of his discomfort with his new master: he serves Ramsay Bolton unwillingly, and it troubles him to watch his cousin grow more like Ramsay by the day. He keeps clear of Ramsay's cruel games.

He is at Winterfell when Ramsay Bolton marries the girl known there as 'Arya Stark'.

When his cousin turns up murdered, Walder says that just before dying he had been hunting down a White Harbor knight who still owed him a payment from a game of dice.