Harrenhal is a fortress located just north of God's Eye and south of the Trident. It changes hands a few times throughout the series, and was most recently held by the Lannisters. It is well-known for being haunted, and no house has held it for long.
At the beginning of the War of the Five Kings, Tywin Lannister gained control of Harrenhal, and then gave control of it to Amory Lorch. Lorch hosted the Brave Companions, led by Vargo Hoat, during the war. Arya Stark, with the help of Jaqen H'ghar, staged a revolt and forced Hoat to release his prisoners. Not long after this, Roose Bolton took control of the castle and made Arya work for him, along with many other prisoners.
Bolton left the castle in Hoat's control, but Gregor Clegane sacked the castle and executed him. Before Clegane could take control of Harrenhal, he was called back to King's Landing, and eventually Cersei Lannister sent Jaime Lannister to gain control of the fortress. As of A Feast for Crows, it is uncertain what will happen to Harrenhal and its remaining inhabitants.