Long night that never ends
The long night that never ends or the night that never ends has been mentioned by Melisandre of Asshai. According to her the night that never ends is coming soon, darkness and cold will cover the earth. It is likely very similar to the Long Night that heralded the Battle for the Dawn roughly eight thousand years ago.
A Storm of Swords
When Davos reveals that Edric Storm is gone from Dragonstone, Melisandre tells him that he has not saved Edric and that when the long night falls he shall die with all the rest, along with Davos's own sons. She tells Davos that darkness and cold will cover the earth and that he is meddling in matters he does not understand. Davos replies that there is much he does not understand but he knows that a king protects his people, or he is no king at all.
A Dance With Dragons
Soon comes the cold, and the night that never ends.
– Stannis Baratheon, to Davos Seaworth
Swords alone cannot hold this darkness back.