Walder Frey son of Ryman Frey

During Bran Stark's stay at Winterfell, his cousin Walder the Small explains why so many Freys at the Twins share the same name, and the nicknames they use to tell each other apart. That is how the reader learns this particular Walder is called "the Black" and stands fourth in his house's long line of succession.

News of Ser Stevron Frey's death bumps him up to third. Meanwhile, Walder the Black is fighting in the Westerlands alongside Robb Stark, part of the army House Frey has lent to his cause.

Walder the Black scales the walls of the Crag together with Little Jon Umber to seize the castle. He is also among the fiercest critics within Robb Stark's camp when the king announces his marriage to Jeyne Westerling, a match that breaks the betrothal promised to House Frey.

Walder the Black heads for the Twins with the rest of his kin after the ceremony at the Crag. When Robb Stark and his bannermen arrive at the castle for the wedding of Lord Edmure Tully to Roslin Frey, he is among those who come out to greet them, and his mild manner that night is enough to surprise Robb, who remarks on it to his mother.

Catelyn Tully later spots him, amid the chaos that breaks out during the feast, pinning down a member of House Vance.

After the war, Walder the Black leads the hunt for the outlaws who hanged his brothers Petyr and Merrett. He manages to work out that Lady Stoneheart is behind it, but he cannot catch her. At Seagard he threatens to hang a prisoner unless Lord Jason surrenders the castle, and the threat works: Jason yields and swears fealty to the Iron Throne.

When his father, Ser Ryman, dies, Walder's older brother Edwyn inherits the Twins and confesses a suspicion to Jaime Lannister that he cannot shake: he believes Walder had something to do with their father's death, and fears he might be next.