From A Wiki of Ice and Fire
Mole's Town is a village close to Castle Black. It lies along the Kingsroad, half a league south of the Wall. It is said that Brothers of the Night's Watch go to Mole's Town to dig for "buried treasure."
Mole's Town is bigger than it seems. Three-quarters of the town lies beneath ground in deep damp warm cellars connected by a warren of tunnels. The whorehouse is located in the cellars, it being nothing more than a shack on the surface. It has a red lantern that is hung over the door.
- A Storm of Swords
Before the Battle of Castle Black, Jon Snow warned the people of the upcoming Wildlings attack allowing them to escape. the Wildlings set the town afire on their way to Castle Black, Later after the attack from the south was repulsed the villagers returned to Mole's Town. When Castle Black came under assault again, this time from the north, Jon Snow sent a request for aid from the village. Both the messenger and the response never returned, so Jon sent Mully, a brother of the Night's Watch and found the town deserted.