After defeating Mr. Freeze, you will be asked to save his wife, who is located somewhere in the Industrial District. The house you are looking for will have a Thug answer the door and lock it. In order to get in, you need to find a breakable wall on the water. You can reach it by using a Freeze Mine and pulling yourself over to it via Batclaw. After infiltrating the building, defeat the thugs and unlock the door to the outside. Report back to Freeze for the Trophy. You should also come back here for a Riddle as well.
This is really easy. After defeating Mr. Freeze you can find Nora, his wife, on the back side of a building that says North Gotham Dock. It's near the ferris wheel, in between the two cranes that are in the water. There is a floating landing pad thingy. Jump down to it and throw a freeze blast thing into the water and a piece of floating ice will pop up. Jump on it, use the batclaw to pull yourself towards the breakable wall and go through the door and beat up all the henchmen inside. Batman says to himself, I should tell Freeze his wife is safe. Go back to the GCPD and talk to Mr. Freeze. Boom! trophy unlocked.