The Bone Mountains (often referred to simply as the Bones) are the largest mountain range in the known world, running from the northern (Shivering Sea) to the southern (Jade Sea) coast of Essos and completely bisecting the continent. The Bones are located to the east of Vaes Dothrak, the Red Waste, and Qarth, and are one of the major barriers to east-west land travel across Essos.
Historically, the Bones have always been a major impediment to cross-continental movement. Due to this lack of direct contact, and therefore limited first-hand information, the lands east of the Bones are often semi-legendary to the people of Westeros. The Bones are also the reason why Vaes Dothrak and Qarth are the farthest east that people from the Seven Kingdoms regularly travel.
Men in Westeros know some details about lands and peoples east of the Bones, but these details are often sparse and may contain more legend than truth. East of the Bones, a large portion of southern Essos is dominated by the vast empire of Yi Ti, a lush, semi-tropical land and with an ancient and highly developed civilization. To the north of Yi Ti are vast plains dominated by the Jogos Nhai nomads, and southeast of Yi Ti are Asshai and the forbidding Shadow Lands.
In previous centuries, the eastern side of the Bones was also home to the great empire of Hyrkoon. In the present-day a few of its city-states, such as Bayasabhad and Samyrian, still survive, blocking the handful navigable passes between the mountains. The fierce warrior-women of Hyrkoon have smashed many armies and pillaging hordes that have attempted to force through the passes over the centuries.
In the books
The Bone Mountains haven't been mentioned in the main A Song of Ice and Fire novels. They were first glimpsed on maps released as part of the Lands of Ice and Fire collection, and were first described in the World of Ice & Fire source book (2014). Their presence offers a convenient explanation for why Vaes Dothrak and Qarth seem to be the eastern limits of the lands that people from Westeros are in regular contact with. A handful of explorers have ventured east of these mountains to the Jade Sea and Yi Ti, but east of the Bones, detailed knowledge of the world drops off considerably, and the maesters caution that they only have a vague outline of these regions (geographically, socially, historically), much of which is only semi-legendary.
It is said that the Bone Mountains get their name from all of the bones left littered in the mountain passes by armies and travelers who died there, sometimes from conflict, but often just from the harsh environment.
The Bones are of massive proportions, extending a hundred leagues from east to west and more the five hundred leagues from north to south, with peaks that seem to touch the sky itself. Given that they block east-west travel, they are vaguely similar to the real-life Ural Mountains - though the Urals have more passes and are not nearly as inhospitable.
Passes & Roads
Despite bisecting the entire continent of Essos from north to south, there are exactly three major passes through the Bones large enough for armies and trade caravans to move through. On the eastern side of the range, three city-states, surviving remnants of the long-gone Patrimony of Hyrkoon, fiercely guard these three passes, apparently surviving on tolls they exact from caravans. From north to south these cities are are Kayakayanaya, Samyriana, and Bayasabhad, and many armies of both the Dothraki and the Jogos Nhai have smashed against them, in vain. The three passes are the Steel Road (between Vaes Dothrak and Kayakayanaya), the Stone Road (between Slaver's Bay/Lhazar and Samyriana), and the Sand Road (between Bayasabhad and Qarth).
The northern sections of the Bone Mountains, between Kayakayanaya and the Shivering Sea, are the section closest to Vaes Dothrak: the Dothraki call this northern section the Krazaaj Zasqa, meaning "White Mountains", due to their snowcapped peaks. The earliest stories of the Dothraki seem to imply that during the Dawn Age, their ancestors arrived at their current location by passing west through the Bones, but this is only conjecture.
According to Dothraki legend, the northernmost section of the White Mountains were once inhabited by massive "stone giants", whom the Dothraki called the Jhogwin - savage cousins of the non-human giants found in Westeros, but twice as large. According to the Dothraki, the Jhogwin severely dwindled ever since the Dawn Age due to inexorable encroachment by surrounding humans, and the last of them died out over a thousand years ago when they were massacred by the Jogos Nhai after years of war. The exact dating of this event has not been confirmed but relies on vague oral tradition. Bones of the Jhogwin, however, have actually been found at archaeological sites in subsequent centuries, confirming both their existence and their size (around 30 feet).
The southern stretches of the Bone Mountains are called the Dry Bones: located downwind from the Red Waste, they contain very little water and are blasted by sandstorms which carve the mountains into strange shapes.
While only three major roads large enough for armies or caravans to travel on cross from one side of the mountain range to the other, there are numerous small paths that a small group of people could plausibly travel along - but only if they didn't need food and water for weeks. These smaller paths are so narrow that it would be perilous or impossible to bring enough pack animals and supplies to make the journey. Also there are many dead-end paths that lead up to hidden valleys or vast enclosed cave systems: various savage tribes of hill men or bandits make their home in these scattered refuges, preying on any travelers foolish enough to attempt taking the smaller paths without the protection of a large caravan.
Appearance on maps
The original world map that George R.R. Martin gave to the TV series in Season 2 was an early draft, and the lands east of the Dothraki Sea and Qarth were heavily revised for the final draft which subsequently appeared in the Lands of Ice and Fire, now the official map for the book continuity. In the barely glimpsed TV version, the Jade Sea extends north of Qarth, when in the book version it extends to the south. Thus the eastern side of the Bones in the novels is in the mountains' rain shadow, very arid and filled with several deserts, while the TV version depicts it as a large bay. It is unclear when or if the TV series will ever correct this. The mapmaker who drew the charts appearing in Lands of Ice and Fire has waved aside the issue, pointing out that the maps were drawn as known to men in Westeros, as a maester in Oldtown might draw them, and their knowledge of lands east of the Bones is inaccurate to begin with: comparable to a map of China produced in England in the 1100s, or a map of North America produced in England in the 1500s. Thus a subsequent update of the world map for lands east of the Bones can be simply explained as an in-universe update as the maesters in Westeros improve and refine their knowledge of distant lands.
The Further East of Essos
Jade Sea · Bone Mountains