From A Wiki of Ice and Fire
The high road or eastern road is a pass through the Mountains of the Moon to the Bloody Gate and on to the Eyrie in the Vale of Arryn. West of the Mountains of the Moon, the high road meets the inn at the crossroads in the Riverlands, where it connects with the river road running west and the kingsroad running north and south.
The road is wild and dangerous, climbing through rocky foothills and thick forests in the Mountains of the Moon, past high passes and deep chasms to the Vale of Arryn. Travelers on the road are often attacked by the mountain clans or shadowcats. It is often closed by snow. In parts the high road is just a stoney track.
A Game of Thrones
Catelyn Stark takes Tyrion Lannister captive at the inn at the crossroads. He is deceived into thinking she will take him to Winterfell, but he is blindfolded and finds they are instead on the high road to the Vale of Arryn.
A Storm of Swords
A Feast For Crows
The high road to the Vale is closed by snow.