Walda Bolton
Fat Walda, a plump and cheerful Frey girl chosen by Roose Bolton for a bride — for her weight in silver, the story goes.
The fuller tale
Walder Frey's brood is so numerous that his granddaughters attend their own marriage negotiations in bulk, and Walda — Fat Walda, in the Twins' charmless house idiom — expected nothing from the Bolton match but to be passed over for a prettier cousin. Roose Bolton chose otherwise, for a reason he shares, in the books, with his usual appalling candor: Lord Walder offered the bride's weight in silver as dowry, and Roose picked the heaviest girl on the bench. It is the tale's most cold-blooded courtship, and then the story plays its one warm joke: the marriage works. Walda is cheerful, affectionate and entirely unbothered by her husband's reputation, and Roose — by his own mild account — finds himself oddly content with her.
She is the tale's study in innocence lodged inside horror. A Frey at the Red Wedding's edge, a Bolton lady in occupied Winterfell, she moves through the saga's darkest household writing letters, being kind, and carrying the one thing that can doom her: an heir. In a story where marriages are weapons and wombs are succession documents, Walda never once grasps that she has become both — which the tale counts not as foolishness but as the only clean conscience in the Dreadfort's walls.
The page and the screen
Book Walda is alive: pregnant at Winterfell through A Dance with Dragons, exchanging pleasantries in a castle full of murderers, her child not yet born and Roose still breathing beside her. Her show fate — and her infant's — is television's invention, part of the compressed Bolton succession the show engineered to hand Ramsay the North on schedule. The books also give her marriage more texture than the screen had time for: Roose's deadpan account of choosing her by the pound, and his admission that she has made him, against all his own principles, something like happy, are among the saga's strangest grace notes.
Where they stand, season by season
Their fate — if death has found them, it is written here. Open at your peril.
The show: Killed at Winterfell (alive in the books) (S6·E2)
Fat Walda Frey, Roose's young wife, had barely delivered the Bolton heir when Ramsay led her and the newborn to the kennels. He was very much looking forward to meeting his brother, he said, and opened the gates.
In the show, Walda's death follows her son's birth by hours. With Roose murdered mid-embrace and the birth announcement still fresh, Ramsay invites his stepmother and the newborn — the trueborn heir whose existence unmakes him — down to the kennels, saying he is looking forward to meeting his baby brother. Walda understands too late, pleads for the child, and Ramsay opens the cages: the hounds take mother and infant both while he watches. Even by the show's standards it landed as a floor not previously reached, and it is pure invention — in the published books Walda Bolton is alive at Winterfell, her child unborn, her husband undead, and her kindly obliviousness intact. Few characters' fates differ more completely between the tellings.