Appearances in Shin Megami Tensei
In Shin Megami Tensei: Nocturne, Black Frost was a Jack Frost who went on a journey to gain power in the Vortex World, turning him evil and wicked. Players fight Black Frost in Kabukicho Prison, after players defeat him, he appears as a normal Jack Frost.
In Persona 3, Black Frost is created by fusing together King Frost, Jack Frost, Pyro Jack and Queen Mab.
In Persona 4, Black Frost is created by fusing together King Frost, Jack Frost, Pyro Jack, Ghoul and Pixie
In Shin Megami Tensei: Devil Survivor, Black Frost is a Jack Frost who learns about the power of love from Midori. He is later seen on Day 6 and, should the player help him and be on Naoya or Gin's routes, he will join the player.
In Shin Megami Tensei: Strange Journey, Black Frost is a level 30 special fusion formed from the specific combination of Jack Frost, Pyro Jack, and Incubus.
In the 3DS rerelease of Devil Summoner: Soul Hackers, Black Frost is a special demon that can be acquired through the game's tagging feature.
From Shin Megami Tensei: Nocturne Compendium
A Jack Frost that wished for evil powers. This powerful demon is born when a cute Jack Frost remembers its nature as demon.