Grey Wind was adopted as a pup with the rest of the Stark direwolves when Eddard Stark and his entourage came upon the pups and their deceased mother. At the request of Jon Snow, the pups were spared and each Stark child adopted one as their own. Robb names his direwolf Grey Wind.
When Tyrion Lannister appears before Robb Stark at Winterfell to present him with plans for a custom saddle which will allow the crippled Bran Stark to ride a horse, Grey Wind is under the table at Robb's feet watching their visitor intently as he presents the plans to Bran.Lord Greatjon Umber draws his sword when Robb refuses to give him command of the Northern army's vanguard, a tantamount to a threat. Grey Wind jumps over the table. He latches on to Umber and bites off two of his fingers. Jaime Lannister at camp, Grey Wind slowly emerges. Grey Wind has grown larger and stands protectively next to Robb, who caresses his back. After Robb leaves, Grey Wind inches closer to Jaime and taunts him with a snap, before leaving to rejoin his master.
Grey Wind plays a decisive role in the Battle of Oxcross. The direwolf sneaks into the Lannisters' camp and frightens their horses, as well as killing several sentries. Without their horses the Lannister army is easily slaughtered as they are roused from sleep by Stark cavalry. Such an impression is made on Lannister forces that terrified rumors spread in King's Landing that Robb attacked the Lannister camp using an entire army of wolves.
Grey Wind accompanies Robb's host to the Twins for the wedding of Edmure Tully and Roslin Frey, though he's placed inside a kennel. Grey Wind grows restless, having sensed the impending betrayal of the members of House Frey. When the Frey and Bolton men turn on the Starks, Grey Wind is shot several times by Frey crossbowmen, killing him before Arya Stark can release him.
Later, as the Frey and Bolton men continue massacring the Northern army, both Grey Wind and Robb's corpses are decapitated, with Grey Wind's head sewn onto Robb's headless body and paraded atop a horse around the Twins as final act of mockery and desecration to the late King in the North.
|Season One appearances|
|Winter is Coming||The Kingsroad||Lord Snow||Cripples, Bastards and Broken Things||The Wolf and the Lion|
|A Golden Crown||You Win or You Die||The Pointy End||Baelor||Fire and Blood|
|Season Two appearances|
|The North Remembers||The Night Lands||What is Dead May Never Die||Garden of Bones||The Ghost of Harrenhal|
|The Old Gods and the New||A Man Without Honor||The Prince of Winterfell||Blackwater||Valar Morghulis|
|Season Three appearances|
|Valar Dohaeris||Dark Wings, Dark Words||Walk of Punishment||And Now His Watch is Ended||Kissed by Fire|
|The Climb||The Bear and the Maiden Fair||Second Sons||The Rains of Castamere||Mhysa *|
* His decapitated head briefly appears.
In the books
In the A Song of Ice and Fire novels Grey Wind is arguably the most disciplined of the six pups; he follows Robb's commands almost to the letter, mirroring how Robb is arguably Ned's most understanding and disciplined child, very much his father's son. It is stated that he received his name because Robb felt that he ran so fast that he seemed like just a blur, a "grey wind" moving over the fields. He is colored smokey grey, with yellow eyes.
After Robb marries Jeyne Westerling, Grey Wind is aggressive towards Lady Sybell Spicer and Ser Rolph Spicer, Jeyne's mother and uncle, causing Catelyn Stark to distrust them and urge Robb to send Ser Rolph away. Robb, however, believes Grey Wind has grown violent because of the war and has the wolf put away, as he has also lost his faith in Grey Wind due to the news of his brothers' deaths.
Prior to the Red Wedding, Grey Wind senses the Freys' intentions, growling at Lothar Frey and Walder Rivers. During the Red Wedding itself, as the massacre is taking place, Grey Wind is released by Ser Raynald Westerling, the brother of Robb's queen, Jeyne Westerling. Allegedly, the beast kills four Frey wolfhounds and tears the arm off of a man, even while being shot by crossbowmen.
In the books, Arya never witnesses Grey Wind's death or her brother's desecrated corpse with his head sewn on. This was likely written to provide a familiar POV character to the desecration - which in the novels is only described second-hand by characters who receive news of it but weren't at the Red Wedding itself (such as Davos).
The Stark Direwolves