When Kel'Thuzad tried to escape from Naxxramas, in Northrend, after seeing its horrors, a group of cold wraiths spoke to him saying that he could not escape and even if he did escape no one would believe his story. Instead of fighting or fleeing, Kel'Thuzad decided to cooperate and become the apprentice to the Lich King and "with enough training, he could surpass the necromancer or catch the man off guard." The wraiths teleported Kel'thuzad inside the citadel, they leaded him into a cavern with stairs, the Icecrown Citadel, where they began to asend. At the top he found an ice block instead of a necromancer, it was the Lich King. One of the wraiths pushed him so that he could advance, the Lich King told Kel'thuzad that he wanted to scour the humanity from Azeroth and the wraiths didn't let Kel'thuzad to leave. The Lich King told him that he could choose between immortality or an unbearable pain, then the cold wraiths leave the room and Kel'thuzad decided to serve to the Lich King.
It is unknown if they were "cold wraiths" or just normal "wraiths" that were cold. They are only referred to as "cold wraiths" once.
|The subject of this section did not make it out of the beta of Warcraft III: Reign of Chaos or its expansion.|
In a pre-beta version of Warcraft III: Reign of Chaos, an unit named Undead Cold Wraith was intended to be a playable and a buildable Undead Scourge unit, but it got scrapped before the game's release. It was like a grim reaper unit with a dark cape and scythe.