From A Wiki of Ice and Fire
Mole's Town is bigger than it seems. Three-quarters of the village lies beneath ground in deep damp warm cellars connected by a warren of tunnels. There is a brothel located in the cellars, with nothing more than a shack no bigger than a privy on the surface. It has a red lantern that is hung over the door. It is said that brothers of the Night's Watch go to Mole's Town to dig for "buried treasure" (i.e. engage the services of prostitutes).
A Game of Thrones
A Storm of Swords
Before the Battle of Castle Black, Jon Snow warns the people of Mole's Town of the upcoming wildling attack, allowing them to escape. The wildlings set the village afire on their way to Castle Black. Later, after the attack from the south is repulsed, the villagers return to Mole's Town. When Castle Black comes under assault again, this time from the north, Jon sends a request for aid from the village. The messenger, Zei, never returns, so Jon sends Mully, a brother of the Night's Watch who finds the village deserted.