- "Do you know what it takes to unite ninety clans, half of whom want to massacre the other half for one insult or another? They speak seven different languages in my army. The Thenns hate the Hornfoots, the Hornfoots hate the Ice-river clans, everyone hates the Cave People. So, you know how I got moon-worshipers and cannibals and giants to march together in the same army?...I told them we were all going to die if we don't get south. 'Cause that's the truth."
- ―King-Beyond-the-Wall Mance Rayder
The King-Beyond-the-Wall is a title given to a Free Folk leader or chieftain who manages to unite a significant number of the northern tribes under his command, enough to pose a threat to the Seven Kingdoms south of the Wall.
Uniting the fractious and independently-minded tribes - who often have radically different traditions, customs and laws from one another, speak different languages, and are always after each other's throats - into a single force is extremely difficult if not downright impossible. Uniting all of the wildlings is only possible with a very intelligent leader of impressive military skill and personal charisma. Most of the time, the wildlings are nowhere near united.
The title and position are not hereditary. It is unknown what the specific process for becoming the current King-Beyond-the-Wall is, though it seems to be based more on general acclamation by the King's followers than on a formal vote.
At the present time, the Free Folk are united under the command of Mance Rayder, the current King-Beyond-the-Wall.
According to Jon Snow, there have been six major attempted wildling invasions into the North over the past one thousand years, and all six were ultimately repulsed. Presumably each was led by a King-Beyond-the-Wall, though it is unclear if there were other Kings-Beyond-the-Wall who didn't invade in the past millennium. There have been many other Kings-Beyond-the-Wall in the seven thousand years before that, stretching back to the construction of the Wall eight thousand years ago.
When Osha, Stiv and Wallen - deserters from Rayder's army - inadvertently imprison Bran Stark, they debate taking him back to Mance Rayder to win forgiveness. They reject the notion, which is rendered moot when Robb Stark and Theon Greyjoy arrive. Osha later tells Maester Luwin that they were fleeing the awakening of an old, remorseless foe, the White Walkers, indicating that the wildlings are already aware of the threat of the Walkers and may already be fighting them.
Mormont sends a letter to King's Landing, requesting additional men to help hold the Wall against the threat of the wildlings whilst he moves against Mance Rayder. Varys suggests that the wildlings may indeed be more dangerous than in the past, due to their uniting under Mance Rayder. However, both Petyr Baelish and Cersei Lannister are dismissive of the threat, pointing out they cannot spare men from their own war against the Starks. Tyrion, recalling his brief time at the Wall, is less certain that the problem can be ignored.
According to Ygritte, thousands of Wildlings are gathering in the Frostfang mountains under the command of King-Beyond-the-Wall Mance Rayder, forming the biggest Wildling host in living memory. Ygritte points out to Jon Snow that the Free Folk follow Mance Rayder because they chose him to be King-Beyond-the-Wall, not like people south of the Wall who serve kings and lords because they are the son of the last ruler. She also says that Rayder used to be a member of the Night's Watch, but fled because he wished to be free, just like the other wildlings.
In the books
In the A Song of Ice and Fire novels, Mance Rayder is a former member of the Night's Watch who turned his cloak and fled beyond the Wall many years before the beginning of the series. As an outsider, his uniting of the wildling tribes is even more impressive (though technically, Rayder was born a wildling, but given up as an infant to be raised by the Night's Watch).
Previous Kings-Beyond-the-Wall included Raymun Redbeard, who invaded the North some 120 years ago and was stopped by Lord Willam Stark (at the cost of his life) and the Umbers. The most storied King was Joramun, who is said to have lived thousands upon thousands of years ago. According to legend he awoke giants from the earth using a magical horn and made common cause with the King of the North to destroy the Night's King, a formidable and evil sorcerer who had taken over the Night's Watch in its infancy.
- The King-Beyond-the-Wall at A Wiki of Ice and Fire (spoilers from the books)