Westeros

From AGoT: ““Now these were the days before the Andals came, and long before the women fled across the narrow sea from the cities of the Rhoyne, and the hundred kingdoms of those times were the kingdoms of the First Men, who had taken these lands from the children of the forest. Yet here and there in the fastness of the woods the children still lived in their wooden cities and hollow hills, and the faces in the trees kept watch. So as cold and death filled the earth, the last hero determined to seek out the children, in the hopes that their ancient magics could win back what the armies of men had lost. He set out into the dead lands with a sword, a horse, a dog, and a dozen companions. For years he searched, until he despaired of ever finding the children of the forest in their secret cities. One by one his friends died, and his horse, and finally even his dog, and his sword froze so hard the blade snapped when he tried to use it. And the Others smelled the hot blood in him, and came silent on his trail, stalking him with packs of pale white spiders big as hounds-”

From ADwD: “The armor of the Others is proof against most ordinary blades, if the tales can be believed,” said Sam, “and their own swords are so cold they shatter steel. Fire will dismay them, though, and they are vulnerable to obsidian.” He remembered the one he had faced in the haunted forest, and how it had seemed to melt away when he stabbed it with the dragonglass dagger Jon had made for him. “I found one account of the Long Night that spoke of the last hero slaying Others with a blade of dragonsteel. Supposedly they could not stand against it.”