Icemark is a castle along the Wall that has been abandoned by the Night's Watch. To the west lies Hoarfrost Hill and to the east, the Nightfort.
A Clash of Kings
Qhorin Halfhand suggests that Icemark be re-garrisoned to defend the Wall from the wildling horde.
A Storm of Swords
The Weeper is spotted near Icemark prior to the battle beneath the Wall.
A Dance with Dragons
Lord Commander Jon Snow re-garrisons Icemark with thirty men, comprised of twenty from the Night's Watch and ten of Stannis Baratheon's men. He puts Bedwyck in command.