Lord of the Crossing and head of House Frey, an ancient and ill-tempered greybeard who has outlived seven wives and most of his trueborn brood. He inherited the Twins as a boy and has held them for the better part of a century, breeding sons and grandsons and great-grandsons until the riverlands jest that Freys swarm the Green Fork like maggots on a corpse. Vain, suspicious, and richly aware of every slight ever offered him, he sits propped in his high seat at the Twins, picking at the failings of his kin and at the failings of his betters in equal measure.
His sobriquet the Late Lord Frey was earned at the Trident, where he brought his levies up only after the battle was decided, a tardiness Lord Hoster Tully never forgave. When Robb Stark marched south he was forced to treat for passage, and Lord Walder named his price in marriages: a Frey bride for the Young Wolf, a Frey groom for Lady Catelyn's brother Edmure, fosterings and pages and squires besides. The breaking of that bargain (Robb wedding Jeyne Westerling instead) gave Walder his pretext and Lord Tywin his opportunity.
What followed at the wedding of Edmure Tully and Roslin Frey passed into infamy as the Red Wedding. Beneath his roof and over his bread and salt, Lord Walder watched the Young Wolf, his mother, and the host of the North cut down by crossbows and steel while The Rains of Castamere played in the gallery, then took his Tully bride back into the dungeons. For his treachery the Iron Throne confirmed him in his honours and granted Riverrun to his son Emmon, while the smallfolk of the Trident named him oathbreaker and prayed for any god, old or new, to come and collect what was owed.