Almost nothing is known about who – or what – Mr. Frost is. He was working for a Vegas mob boss when he crossed paths with the Hulk and the Punisher. Believing Hulk, in the guise of Joe Fixit, to be on the wrong side of the law, Frost and his associates tried to frame Fixit for an illegal drug deal. To their surprise, Hulk, along with his group, the Pantheon, was working with the police to catch the real mobsters. Frost admitted to killing a man in front of the authorities, but when he tried to flee, the Punisher put three bullets in his chest. Lethal to any other man, Mr. Frost shrugged off the assault and attempted to escape in a police helicopter hovering above. Hulk had other plans and disabled the vehicle, foiling Frost’s getaway. Mr. Frost went toe-to-toe with the Hulk, and that's when the Hulk noticed his foe doesn't bleed. Hulk was shocked a second time as he found a thick layer of ice covering his body until he was a massive ice sculpture in the middle of his enemy's casino. Mr. Frost thought he was victorious, but the Hulk broke free of his prison and impaled Frost to a wall. Demanding answers, Hulk grabbed Mr. Frost by his head which frighteningly separated from the rest of his body. When Hulk asked what he was, Mr. Frost replied, "I'm a head of my time." With that, Mr. Frost's body exploded, and his head disappeared. Both Hulk and Punisher felt this was just a setback for him, but only time will tell if Mr. Frost shows his icy grin again.
It was later revealed Mr. Frost used to belong to a group called the Headshop – six individuals dying of gamma radiation poisoning until the Leader promised them help, but what he delivered was something else entirely. He decapitated all the afflicted and placed their heads atop android bodies. The members of the Headshop escaped, but while Frost left to pursue his own endeavors, the remainder of the team planned their revenge on the man who made them into freaks.