Osha is a wildling, captured by Robb Stark and Theon Greyjoy when she and other wildlings try to kidnap Bran Stark.
How did she pass the wall from the north? Did she climb it? Did she pass through the tunnels? A different way?
You could go around The Wall in the West: The Wall stops at The Shadow Tower which is not all the way at the coast. It's mentioned that Wildlings sometimes slip through the hills on that side.
You can clearly see here that The Wall doesn't end at the coast. And even if it did, one could sail.