Westwatch-by-the-Bridge is the westernmost castle of the Night's Watch, located near the Gorge and the Bridge of Skulls. East of the abandoned castle is the Shadow Tower, the westernmost of the inhabited castles of the Watch.
A Dance with Dragons places Westwatch north of the Gorge and west of the Wall. The Lands of Ice and Fire depicts Westwatch south of the Gorge and just east of the Bridge of Skulls, where the Wall ends.
A Storm of Swords
A Dance with Dragons