The Haunted Forest is a substantial woodland lying north of the Wall, beyond the northern border of the Seven Kingdoms. The forest extends for several hundred miles to the north, along the foothills of the mountain range known as the Frostfangs, before dying out in the subarctic wastelands of the Lands of Always Winter.
The forest is inhabited by tribes of wildlings who sometimes use the cover of the forest to approach the Wall and try to scale it to raid the lands to the south. The Night's Watch tries to keep the forest clear of the Wall itself, but only have the manpower to clear the woods immediately to the north of Castle Black and their other manned castles.
In the books
In the A Song of Ice and Fire novels, the Haunted Forest has a fell reputation. The Night's Watch sends patrols into it to scout for signs of wildling activity. Weirwood trees still grow in the wild in the Haunted Forest, unlike anywhere else on the continent.