King Cold's History
Background
Frieza's father is a mutant with an abnormally high power level. Because of this, King Cold and his son Frieza are the only ones among their race to possess the striking level of power and cruelty shown in the series. He is aware of the Super Saiyans' legendary power, but does not seem to fear it as much as his son does, due to his disbelief that anyone can pose a threat to him or his clan. One of King Cold's elite soldiers was Caluppa. In Dragon Ball Z: Cooler's Revenge, it is revealed that Cold has been an abusive parent to his eldest son Cooler (at least from Cooler's perspective), while at the same time spoiling Frieza - making the latter as arrogant as he is. King Cold had heard of Majin Buu and God of Destruction Beerus and warned Frieza that these were the only two beings he should never cross.
At some point, King Cold and his army went to Planet Vegeta to inform the Saiyans of his retirement and that they would serve his son Frieza from that point on.
Frieza-Androids Interlude
After hearing of his son's desperate struggle against a Super Saiyan on planet Namek, King Cold and his crew rush to Namek in order to aid Frieza, but arrive after Namek has already exploded due to one of Frieza's attacks. King Cold searches through the debris of Namek's remains. Though in disbelief that his son could be destroyed by a mere planet's explosion, the angered King Cold telekinetically shatters his spaceship's cockpit window, making one of his soldiers fall into space. He then vows that if Frieza has truly been defeated that he (King Cold) himself will avenge his son. Eventually, Frieza's Subordinates discover Frieza's battered remains and take them to King Cold's planet where Cold's scientists manage to rebuild him with mechanical limbs. When Frieza awakens, he explains to his father about the Super Saiyan that nearly destroyed him. The two discover that the Super Saiyan is on his way to Earth. Though Cold recommends destroying the planet from space, Frieza devises a plan to arrive on Earth before the Super Saiyan does and kill the earthlings in an attempt to make the Super Saiyan suffer. Then, Frieza (with Cold's help if needed) would have a rematch with the Super Saiyan and victory would be assured.
When King Cold and Mecha Frieza arrive on Earth, at Northern Wastelands, Cold gives permission for his son to kill the Super Saiyan's friends, and orders his soldiers to kill anything they come in contact with. Suddenly, Future Trunks shows up and easily dispatches all of Cold's minions. Much to Frieza's horror and Cold's curiosity, Future Trunks transforms into a Super Saiyan, survives all of Frieza's attacks (much to Cold's annoyance), and slays Frieza with his sword, and disintegrates the remains. King Cold then offers Future Trunks the opportunity to take his son's place (even offering planets as well). The youth unabashedly declines, which does not worry Cold as he believes the boy's power stems solely from his weapon.
In an attempt to acquire the boy's sword, Cold asks if he may examine the blade. With the sword in his hand, Cold strikes at the mysterious youth, but to his great horror, the blade is effortlessly caught. The youth begins to overpower King Cold and, with his other hand, shoots a God Breaker blast which goes right through King Cold's chest, sending him flying into a cliff, with Trunks vaporizing the body immediately thereafter. In the anime Cold does not immediately die from the first blast, instead retaining consciousness after the attack and begins begging for his life, saying that he will give the youth all the planets he conquered and also implied he will also turn a new leaf, but his pleas for mercy fall on deaf ears, as the boy quickly finishes him off with yet another God Breaker blast, much to the shock of the Dragon Team. His cells were collected by Dr. Gero's remote tracking device to create Cell.
Great Saiyaman Saga
King Cold appears in Hell in several anime filler sequences. Along with Frieza and the four deceased members of the Ginyu Force, King Cold strikes up a friendship with Cell just after Cell was sent to Hell, and assists him in his quest to find a way back to Earth from Hell via torturing the ogre guardians. He is punished when Goku and Pikkon show up and defeat them easily. Before he can know what is happening, King Cold is knocked out when Pikkon elbows him once in the stomach. Cold is then later shown complaining in a jail cell in Hell with the other villains, saying he could have at least had a shower.
Majin Buu Saga
Sometime after King Cold is released from prison, he and several past villains watch the final battle between Goku and Kid Buu via a Crystal Ball. He also laughs at one point where Goku refuses to throw the Super Spirit Bomb with Vegeta in the way, but his smile fades away when he sees Mr. Satan take Vegeta's body aside, leaving Goku to kill Kid Buu with the Super Spirit Bomb.