There are whitewalkers in some quests. After you did the beyond the wall quest they will roams very rarely beyond the wall. And there are wildlings. If you look at notes -> characters some characters belong to the wildling faction. However at the point where i am at there is no wildling faction. So this probably means that later in the game the wildlings will invade. However i found out that most changes to faction etc. happens when doing quests.