Grey plague hit the city of Oldtown when Grand Maester Pycelle was young. It wiped out half the city and three-quarters of the Citadel during its run. To prevent its spread, Lord Quenton Hightower ordered the gates barred, all the ships in harbor burned and anyone trying to leave killed. These orders made him extremely unpopular, but the measures were successful. The day he rescinded the orders, after the plague had burnt itself out, Quenton and his young son were pulled from their horses and had their throats slit by the survivors.
Some years prior to A Game of Thrones, grey plague hit the city of Pentos when the Treasure, a Braavosi trading galley, landed there on her way back from the Jade Sea. The Pentoshi slew the ship's oarsmen as they came ashore and burned the ship at anchor, but the rats crept down the oars and paddled to the quay on cold stone feet. The plague killed over two thousand people in the city before it ran its course, including Serra, the wife of Magister Illyrio Mopatis.