ATENÇÃO: Uma dança com dragões spoilers à frente!
Em um dos capítulos do POV de Jon, vemos
Mance get burned (almost) alive. But before that Melisandre sets fire to The Horn of Joramun.
O que eu acho interessante é que parece que ela usa Wildfire para conseguir a queimadura, mas é nenhum lugar declarou explicitamente se isso é verdade ou não.
Aqui está o texto relevante (destaquei as partes importantes):
FREE FOLK!” cried Melisandre. “Behold the fate of those who choose the darkness!”
The Horn of Joramun burst into flame.
It went up with a whoosh as swirling tongues of green and yellow fire leapt up crackling all along its length.
-A Song of Ice and Fire: A Dance With Dragons - Part One (Dreams and Dust), Jon.
Razões pelas quais acho que é o Wildfire:
Spoilers de TV:
In the seventh episode of season 4 "Mockingbird", Melisandre reveals to Queen Selyse that she employs various chemicals to create the pyrotechnics she uses in her sermons and devotions. Someone as knowledgeable about fire as Melisandre would definitely know about Wildfire. So it's a real possibility that she did use it to burn the Horn of Joramun in that dramatic manner.