From A Wiki of Ice and Fire
Craster's wives is the collective name for the nineteen wives of Craster, a wildling who dwells with them in a keep in the far north, beyond the Wall. Some of his wives are also his daughters. Any sons he has with his wives are sacrificed after they are born, the daughters he keeps and marries once they are of age.
A Clash of Kings
Craster begrudgingly allows the Night's Watch to stay at his keep overnight during their ranging beyond the Wall. The men of the Night's Watch are warned beforehand not to talk to Craster’s wives  but during their stay one beseeches Samwell Tarly to help her, and Samwell agrees, sending her to Jon Snow who tells her that the Night's Watch is pressing north, heading towards danger.
A Storm of Swords
After the mutiny some of the younger wives are raped by the mutineers.  During this time three of Craster's wives approach Samwell Tarly, one of which is Gilly holding her new-born baby. They manage to usher Samwell away and get him to flee to the Wall with Gilly and her baby. The fate of the rest of Craster's wives is unknown.
A Feast for Crows
Gilly and her son make it to Oldtown with Samwell Tarly.
|“||This is our place. Craster keeps us safe. Better to die free than live a slave.||”|
- one of Craster's wives to the Lord Commander
|“||The wide world is full of people wanting help, Jon. Would that some could find the courage to help themselves. Craster sprawls in his loft even now, stinking of wine and lost to sense. On his board below lies a sharp new axe. Were it me I'd name it 'Answered Prayer' and make an end." ||”|