The coupling between spin, charge, and lattice degrees of freedom plays an important role in a wide range of fundamental phenomena. Monolayer semiconducting transitional metal dichalcogenides have emerged as an outstanding platform for studying these coupling effects because they possess unique spin-valley locking physics for hosting rich excitonic species and the reduced screening for strong Coulomb interactions. Here, we report the observation of multiple valley phonons, phonons with momentum vectors pointing to the corners of the hexagonal Brillouin zone, and the resulting exciton complexes in the monolayer semiconductor WSe2. From Lande g-factor and polarization analyses of photoluminescence peaks, we find that these valley phonons lead to efficient intervalley scattering of quasi particles in both exciton formation and relaxation. This leads to a series of photoluminescence peaks as valley phonon replicas of dark trions. Using identified valley phonons, we also uncovered an intervalley exciton near charge neutrality, and extract its short-range electron-hole exchange interaction to be about 10 meV. Our work not only identifies a number of previously unknown 2D excitonic species, but also shows that monolayer WSe2 is a prime candidate for studying interactions between spin, pseudospin, and zone-edge phonons.