From A Wiki of Ice and Fire
The Great Walrus is the leader on the Frozen Shore. The men ride chariots made out of walrus bone that are pulled by dogs as big as direwolves. The women clad themselves in sealskins. Some of the men wear antlers on their hats, and some wear walrus tusks; the two sorts do not get along with each other. Before Mance Rayder negotiated a peace, the men of the Frozen Shore fought with those of the ice-river clans. 
A Storm of Swords
Mance Rayder tells Jon Snow that his cloak of black wool and scarlet silk was a gift from the wildling woman who patched him up; the scarlet silk was her grandmother's most prized possession, which she found in the wreck of a cog from Asshai off the Frozen Shore.
The men of the Frozen Shore were found in the army of Mance Rayder as it attacked the Wall.
A Dance with Dragons
The men of the Frozen Shore are among the wildlings that accompany Tormund Giantsbane to the Wall in declaring a truce with the Night's Watch. Tormund warns Jon Snow to be wary of them, saying they are "A savage folk. The men are bad, the women worse."