Comets my have been involved. They often are. Comets or volcanos:
A winter that lasts years isn't just a problem in Game of Thrones. Roughly 1500 years ago, our world was turned upsidown by a winter that witnesses say "never ended." Now there is scientific evidence that there really was a decade of winter.
Scholars writing in Europe and Asia at the time reported that the year 536 and the years following were bitterly cold. They described conditions that reminded them of an eclipse, and claim that the sun remained "small," with ice frosting up crops even in summer. That year and the decade following were also times of great famine, plague and war — possibly connected to the devastating harvests that left many people hungry, angry, and wandering in search of more fertile lands.
Read Annalee Newitz's whole post, What caused a 10-year winter starting in 536?, at IO9.