It's amazing how one can get the story mixed up with the TV show and forget key parts. And when looking for storyline's on the net they don't specify say which they are a reference to.
I also thought I remembered that Sam dropped the knife and left it after he killed the White Walker. He tried to give it to Grenn, but Grenn told Sam to keep it.
When Jon and Ygritte reach the top of the wall she tells him that (up to that time) Mance for all his searching and releasing shades he never found the horn.
I'll self correct myself as I get to the part with Melisandre and the horn after the battle for the wall. But that's at least 2 books yet to reread.
FWIW, since Mance and the Wildlings are now south of the wall the horn of Joramun really isn't needed right?
http://gameofthrones...om/wiki/Joramun