Horn of Winter
Thousands of years ago, Joramun, a King-Beyond-the-Wall, supposedly blew the horn and woke giants from the earth. Free folk believe that blowing the horn can bring down the Wall. Some maesters are skeptical of the horn's existence.
A Storm of Swords
During a parley amidst the battle beneath the Wall, Mance shows Jon Snow a large warhorn eight feet long. It is black in color with gold bands and engraven with runes of the First Men. It is said to be a thousand years old and may have come from an aurochs.
While some free folk want Mance to bring down the Wall with the horn, Mance resists for fear that nothing could then stop the Others. Mance plans to offer the horn in exchange for letting his people pass through the Wall. If the Night's Watch refuses, Tormund Giantsbane is to sound the Horn at dawn three days hence. Mance is interrupted by the arrival of Stannis Baratheon's knights, however, and the free folk host is defeated.
A Dance with Dragons
The warhorn, found in a glacier in the Frostfangs, is burned by Melisandre when she has "Mance", actually a glamoured Rattleshirt, put to death by fire. The horn bursts into green and yellow flame and its runes seem to briefly shimmer in the air. The queen's men then heave the horn into the fire pit.
Later, as the free folk pass through the Wall, Tormund mentions to Jon that Mance never found the Horn of Winter, instead claiming the horn burned by Melisandre as Joramun's because of its size.
Tormund: Would that I had the Horn of Joramun. I'd give it a nice toot and we'd climb through the rubble.
Jon: Melisandre burned the Horn of Joramun.Tormund: Did she? She burned that fine big horn, aye. A bloody sin, I call it. A thousand years old, that was. We found it in a giant's grave, and no man o' us had ever seen a horn so big. That must have been why Mance got the notion to tell you it were Joramun's. He wanted you crows to think he had it in his power to blow your bloody Wall down about your knees. But we never found the true horn, not for all our digging. If we had, every kneeler in your Seven Kingdoms would have chunks o' ice to cool his wine all summer.
- A Clash of Kings, Chapter 23, Jon III.
- A Storm of Swords, Chapter 15, Jon II.
- A Storm of Swords, Chapter 64, Jon VIII.
- A Dance with Dragons, Chapter 10, Jon III.
- A Storm of Swords, Chapter 30, Jon IV.
- The World of Ice & Fire, The Wall and Beyond: The Wildlings.
- A Storm of Swords, Chapter 48, Jon VI.
- A Storm of Swords, Chapter 73, Jon X.
- A Dance with Dragons, Chapter 31, Melisandre I.
- A Dance with Dragons, Chapter 58, Jon XII.
- A Storm of Swords, Chapter 69, Jon IX.