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. 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. 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 uncover an intervalley exciton near charge neutrality. 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.