From A Wiki of Ice and Fire
and the location of the Mountains of the Moon
The Mountains of the Moon are a series of mountains ruled by House Arryn of the Vale. The mountains border the riverlands to the west and surround the Vale of Arryn proper. Rock slides are common and its foothills are rocky, high and wild. The mountains have snow-capped peaks. The high road from the inn at the crossroads passes through the mountains, which are inhabited by mountain clans. The Bloody Gate guards the high road from the Mountains of the Moon to the Vale of Arryn.
||Shadowcats prowled those passes, rock slides were common, and the mountain clans were lawless brigands, descending from the heights to rob and kill and melting away like snow whenever the knights rode out from the Vale in search of them. Even Jon Arryn, as great a lord as any the Eyrie had ever known, had always traveled in strength when he crossed the mountains.
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