Frostham is the capital of the Gray Mountains Province, and is renowned the world over for its many cultural buildings (the best known of these being the Frostham Museum of Modern Arts and Sciences), and, of course, temperatures cold enough to make an abominable snowman try to wrap up warm, lest he catch a chill.

Frostham is run by a tyrannical governor who is chosen once a month by lottery. Although this method of government has been criticized by some outside of the province for being very undemocratic, blatantly irresponsible and eccentric, it is extremely popular in the region itself, with most people brushing away criticism saying "what's so great about democracy anyway?" Overall, it has been seen as an effective way of cutting down on bureaucratic red tape and gives a whole new meaning to the phrase "It could be you". The single drawback to this system was the constantly changing street names, as each new tyrant would rename the main street of Frostham after themselves and the stables after their in-laws. It became such an issue that the local authorities began to erect unusual monuments around the city, so when Lord Collywobble Square changed to Lord Flurb Court, the good citizens of Frostham could carry on referring to it as "the square with the statue of a flying hungus."

It has often been said by people visiting Frostham, "I sure hope they named this place for the wonderful ham, and not the freezing cold!" It's been universally panned as one of the worst jokes of all time, and yet it is still repeated by every new visitor to Frostham. No one is quite sure why this is the case, but some fear that it is the result of some ancient, unknown curse cast upon the land in ages now long gone, or that the natives are possessed by a crude sense of humor.

While the Great Monster Uprising of the Second Age of Magic forced the local sherpas to refuse from venturing into the mountains, Frostham bred stalwart and courageous warriors during those days, which were sought out by adventurers all over the world for combat training. One of the many portals leading to the Bozbarland arena was installed during the Uprising.