The Blackwatch (also mockingly known as King Joffrey's Boogeymen and later Cersei's Loyalists) is a secret order of knights founded shortly before the outbreak of the War of the Five Kings. They acted as the secret police / special forces for the Seven Kingdoms. Literally anything goes for the Blackwatch, as they were used to enforce the rule of the Iron Throne by way of fear.
Joffrey Baratheon made liberal use of the Blackwatch during his reign as King, so much so that they were called his "boogymen". After Joffrey's death, control of the Blackwatch initially passed to King Tommen, but Tommen, who had a great dislike for them, issued a decree that the Blackwatch would, from then on, report directly to the Hand of the King, who at the time was Tywin Lannister. After Tywin was killed, Cersei used political maneuvering to make the Blackwatch directly subservient to her; however, after Cersei is arrested and the High Sparrow assumes control of King's Landing, he formerly dissolves the Blackwatch, arranging for most of its members in King's Landing to be sent away, however, some were also killed. Ser Roman, their leader, has refused to recognize the High Sparrow's authority and has since declared open war on the Faith Militant.