The Great Winter Frost was a three year long period of extremely low temperatures which took place near the end of the winter of 400 - 406 AC, killing high-born and low alike throughout the Seven Kingdoms.
The longest winter in living memory, the winter of 400 - 406 AC was most noted for its three year long period of extraordinarily low temperatures which earned it the moniker 'The Great Winter Frost.'
During this time, Blackwater Bay is said to have frozen over, with reportings of solid ice extending miles off the coastline. Upon the Bay were held the Blackwater frost fairs, a collection of entertainments ranging from bear baiting, to sledding, to coach races, to mummers shows, all set upon the ice and surrounded by rapidly built shops and booths. The most celebrated of these affairs occurred in 403 AC.
Not all was frivolous fun, however. Hundreds of thousands of smallfolk died in the cold, freezing and starving in their homes. Lord Simon Baelish died of a sudden chill during this time as well, along with the wife of King Trystane Baratheon and four of his elderly Kingsguard: Ser Addam Bar Emmon, Ser Pearse Tyrell, Ser Walder Plumm, and Brave Ben Fields.
Escaping from the cold, a mass-migration of wildings threatened the security of the North. The Bay of Seals had frozen over - forming a natural land bridge - allowing thousands to circumvent the defences of the Night's Watch and cross south.
The spring after this winter was nicknamed the Great Thaw.