"House Arryn" is a featurette and part of "Great Houses" section of the Complete Guide to Westeros, a special feature in the Blu-ray of Season 1 of Game of Thrones. It is narrated by Michelle Fairley as Lady Catelyn Tully.
In the Mountains of the Moon, above the rich lands of the Vale, stands the Eyrie, a storied and impregnable fortress said to have built by the Mountain Kings in the Age of Heroes. It is the seat of House Arryn, one of the oldest noble houses of Westeros. Their sigil is a soaring white falcon over a crescent moon upon a field of blue, and their words are "As High As Honor".
The Arryns descend from the Andal invaders who sailed across the Narrow Sea and came ashore at the Fingers. According to legend, Ser Artys Arryn, known as "the Winged Knight", flew atop a giant falcon and landed atop the highest mountain, where he defeated the Griffin King, winning the first victory of the Andals over the First Men. Ser Artys was declared King of the Mountain and the Vale, and the region renamed "the Vale of Arryn".
Thousands of years later, Aegon the Conqueror arrived in Westeros. The Arryns bent the knee to the Targaryen warlord and were allowed to maintain their hold over the region as Lords Paramount of the Vale and Wardens of the East. The Arryns remained loyal to the Targaryen dynasty until Lord Jon Arryn joined Houses Baratheon and Stark in rebellion against the Mad King Aerys. After the rebellion's victory, the new king, Robert Baratheon, named Jon Hand of the King, a title he held until his mysterious death.