Near the end of the Dance of the Dragons, Lord Cregan Stark and the Winter Wolves marched on King's Landing to defeat King Aegon II Targaryen, although his rival Rhaenyra Targaryen was already dead.
In the books
After Prince Jacaerys Velaryon secured the allegiance of the North for his mother Rhaenyra Targaryen, Lord Cregan Stark sent two thousand soldiers known as the Winter Wolves south after gathering at Barrowton, commanded by Lord Roderick Dustin. House Manderly separately sent knights under the command of Ser Medrick Manderly and Ser Torrhen Manderly.
The Winter Wolves were grizzled soldiers who rode shaggy northern horses and wielded axes, mauls, spiked maces and ancient iron swords. During the Battle by the Lakeshore, the Winter Wolves led the attack and charged the Lannister spearmen five times, with two thirds of the Northmen killed or wounded in their victory. During the Butcher's Ball, Lord Roderick sounded the charge of the northmen and the Riverlords' knights against Ser Criston Cole.
During the First Battle of Tumbleton, the surviving Winter Wolves screamed northern war cries and rode from a postern gate. Despite being outnumbered ten to one, Lord Roderick led the northmen in a charge against Lord Ormund Hightower. Lord Ormund's nephew, Ser Bryndon, was able to cut off Roderick's shield arm with a longaxe, but the nortern lord was able to kill both Hightowers before succumbing to his wounds.
Unlike the Histories & Lore video for the Dance of the Dragons, it is not mentioned in any of the books if the Winter Wolves were among the troops led by Cregan Stark on the march to King's Landing.