The Lands of Always Winter is the name given for the regions in the uttermost north of the Westeros continent, far beyond the Wall, the Frostfangs and the Haunted Forest. The land is so-named because it is permanantly locked in winter, even when the southern lands are basking in a long summer.
The Land of Always Winter is mostly unexplored, although the lands of Thenn are located close to them. It is believed that the Others originate from somewhere within this region.