Assassinations at the Twins

The Assassinations at the Twins is an event late in the War of the Five Kings in which Lord Walder Frey, the Lord of the Crossing, Lord of Riverrun, and Lord Paramount of the Trident, as well as his sons "Lame Lothar" Frey and "Black Walder" Rivers, are murdered by Arya Stark, who was previously believed to be dead. The death of these three individuals avenges the Red Wedding for the Stark family.

Prelude
"For 300 years, we kissed Tully boots!"

- Walder Frey to his sons

Since the War of Conquest, House Frey of the Twins has been a vassal of House Tully of Riverrun, the Lords Paramount of the Trident. However, for their loyalty towards the Iron Throne - in reality, House Lannister - and for their actions during the Red Wedding in which Lord Walder Frey oversaw the massacre of King Robb Stark, Queen Talisa Stark, and Lady Catelyn Stark, as well as the Northern armies, Walder Frey is rewarded with Riverrun and is made the lord of the Riverlands. During the Northern campaign, House Tully had allied with House Stark in securing independence for both the North and the Riverlands.

Meanwhile, Arya Stark was widely believed across Westeros to be dead. In reality, however, she was safely smuggled across the Narrow Sea to the Free City of Braavos, where she trained to become an assassin of the Faceless Men. Though she was able to learn some of their techniques and magic, she ended up leaving the guild, refusing to give up her identity which was a requirement of is members.

Events
After leaving the Faceless Men, Arya Stark returned to Westeros where she intended to cross off some of the names on her list. She eventually found her way into the Twins, disguised as a servant girl during a banquet being held by the Freys with the Lannisters for their victory at the Second Siege of Riverrun. At some point after the feast, Arya murders Lord Walder's sons, Lothar Frey and Walder Rivers, and has them cooked into pies, which are later served to Walder Frey.

While Walder eats the served pies, he notes that the servant girl is not one of his. He then asks aloud where his "moron sons" are, to which the servant girl replies that they are "already here" - indicating that they are in the pies. When Walder Frey realizes the horrible truth, Arya reveals herself. She taunts him, saying the last thing he will ever see is a Stark smiling down at him as he dies. She then proceeds to happily cut Walder Frey's throat.

Aftermath
With Walder Frey, Lothar Frey, and Walder Rivers dead, the Red Wedding - in which her brother, mother, and sister-in-law were murdered - has been avenged by Arya Stark.

It is not entirely clear who the new head of House Frey will be as it is currently unknown if Walder's eldest son, Ser Stevron Frey, is still alive. It is possible that due to Walder's many children, the line of succession will not be clear, potentially throwing the house - and the Riverlands - into even more chaos.