Ice spiders

"In that darkness the White Walkers came for the first time. They swept through cities and kingdoms, riding their dead horses, hunting with their packs of pale spiders big as hounds."

- Old Nan to Bran Stark

Ice spiders are legendary creatures spoken of in some accounts and tales about the White Walkers. They are suposedly the size of hounds.

In the books
In the A Song of Ice and Fire novels several accounts about the Others - the name used in the novels to refer to the White Walkers - speak of giant ice spiders employed by them to hunt down their victims. Other accounts mention the Others actually riding the spiders.