First Appearance: USA Comics #1 (August 1941).
Golden Age Appearances: USA Comics #1-4.
Modern Appearances: Marvel Premiere #29 & #30, Invaders #6 & 35-37, Marvel Two-in-One Annual #1, Captain America #384, Citizen V & the V-Battalion v2 #1.
Years Active: 1941-1946, present-?

In the Timely comics Jack Frost is essentially a humanoid ice elemental with powers quite similar to the Iceman. Jack was never given a particular origin, but rather was described as if he'd always been in the Arctic, and it was only now that he was interacting with humans. Once he began interacting with humans, and moving down from the Arctic Circle to the United States, he displayed his true nature, becoming an outlaw and a killer vigilante. (Of course, the standards for heroism were, shall we say, a bit broader in those days, and he was portrayed as a hero despite his body count.)

In the modern era he was shown as having been active, during WW2, with other superheroes as a member of the Liberty Legion. In Captain America #384 his origin and personal history were given some detail. It was revealed that he hadn't known his own background during WW2, and so in 1946 he'd gone to the Arctic Circle to discover his origins. While there, however, he was attacked by a giant ice worm, which swallowed him. From inside the ice worm's belly he froze the worm and then put himself and the worm into suspended animation. In the modern era he was defrosted, only to be swallowed by another (the same?) ice worm. In that issue Thor mentioned that he'd heard about an unusual Frost Giant, one who was very short (a dwarf by giant standards) and who had run away from home when very young. The obvious implication is that Jack Frost was a mutant Asgardian Frost Giant who had somehow made his way to Midgard/Earth and who had a much sunnier (so to speak) disposition than most Asgardian Frost Giants.

Note: Citizen V & the V-Battalion v2 #1 showed Jack Frost attending the funeral of the Union Jack (II). While I like the idea of Jack Frost attending the funeral--how often do we get to see get-togethers of Golden Age heroes like this?--his presence at the funeral, which takes place in England in 1953, is incompatible with Jack's previously given post-war history.