Night's Queen

"For thirteen years, he and his Queen ruled over his brothers, making sacrifices as black as their cloaks"

- Ygritte

The Night's Queen is an unseen character in Game of Thrones, appearing only in the  "Histories & Lore: The Night's Watch" featurette included in the Season 2 Blu-ray. She is a legendary figure known both in the Seven Kingdoms and among the Free Folk dwelling Beyond the Wall. She allegedly lived not long after the creation of the Night's Watch, some 8,000 years ago.

According to legend, a Lord Commander of the Night's Watch found in the Haunted Forest a cold woman with bright blue eyes, seemingly a female White Walker. He took her to the other side of the Wall and declared himself "Night's King". For thirteen years the two ruled over the brothers of the Night's Watch, performing human sacrifices. The Free Folk rallied under the banner of a King-Beyond-the-Wall, Joramun, and marched against the Nightfort, which the Night's King had taken as his seat, defeating him and his queen with the aid of House Stark.

In the books
In the A Song of Ice and Fire novels, the Night's King fell in love with a woman "with skin as white as the moon and eyes like blue stars"; he loved her though "her skin was cold as ice", and when he gave his seed to her he gave her his soul as well. He brought her to the Nightfort and bound the brothers of the Night's Watch to his will through sorcery. He declared himself "Night's King" and ruled over the Wall and The Gift as his own. The King in the North and Joramun, the King-Beyond-the-Wall, joined forces to defeat him and his queen.

After their deaths, it was discovered that they had been making human sacrifices to the Others - the White Walkers.

After their defeat, the rule was enforced that the castles of the Night's Watch along the Wall should never be fortified against approach from the south, so that they cannot oppose the lands south of the Wall which they are meant to defend. The downfall of the Night's King and Queen also resulted in the strict enforcement of the rule that the Night's Watch is meant to be politically neutral, as guardians who do not "rule" the Wall but who serve the realms of men.