From A Wiki of Ice and Fire
The Nightfort is one of the castles along the Wall. It is the only castle along the Wall where the steps up the side of the Wall were carved into the ice. It was abandoned by the Night's Watch two hundred years before the War of the Five Kings. The last brothers to inhabit the castle were reassigned to Deep Lake. It sits between Icemark to the west and Deep Lake to the east. The Nightfort had figured in some of Old Nan's scariest stories.
The Nightfort was the first castle on the Wall, and the largest. With the dwindling of the Night's Watch power it became three-quarters empty and too costly to maintain. When Good Queen Alysanne Targaryen suggested she pay for a new smaller castle, the Watch agreed to abandon it. The new castle, Deep Lake, was paid for by the queen's jewels and built by men that King Jaehaerys I sent north. Once the new castle was completed, the Nightfort was abandoned.
The Nightfort is remembered in scary stories of the North, although doubtlessly many of them are false. It was there that the Night's King reigned before his name was wiped from the memory of man, and where the Rat Cook served the Andal king his prince-and-bacon pie, where the 79 sentinels stood their watch, where brave young Danny Flint had been raped and murdered, where King Sherrit had called down his curse of the Andals of old, where the apprentice boys had faced the thing that came in the night, where blind Symeon Star-Eyes had seen the hellhounds fight, and where Mad Axe had walked the yards and climbed the towers to butcher his brothers in the dark.
The Black Gate
The Black Gate is a hidden gate that allows passage to the other side of the Wall and is as old as the Wall itself. It is set deep in a wall of the well at the center of the kitchens and is made of white weirwood with a face on it. The face is old, pale, shrunken, and wrinkled with white eyes. The door glows.
When someone approaches the Black Gate, the eyes open. They are white and blind, and then the door asks, "Who are you?" A man of the Night's Watch must repeat a part of his vow,"I am the watcher on the walls. I am the fire that burns against the cold, the light that brings the dawn, the horn that wakes the sleepers. I am the shield that guards the realms of men." The door will open then, saying, "Then pass", and its lips will open wider and wider still until nothing remains but a great gaping mouth in a ring of wrinkles 
A Storm of Swords
Coldhands leads Samwell Tarly and Gilly to the Black Gate, which Sam opens by saying the vow. Sam and Gilly pass through the Black Gate to cross the wall. Coldhands cannot enter the gate. At the same time Bran Stark and his companions arrive at the Nightfort to go beyond the Wall. Sam opens the Black Gate so Bran and his companions can cross the wall to meet Coldhands.
A Feast for Crows
A Dance with Dragons
After Jon Snow cedes the Nightfort to Stannis, it is discovered that it will take half a year to make it fit for habitation. Queen Selyse Florent arrives at Castle Black on her way to occupy the Nightfort.
Chapters that take place at the Nightfort
References and Notes