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Is there any special meaning or occasion associated with the song "Rains of Castamere" in Game of Thrones? In the eponymous 9th episode of the 3rd season I noticed

that as soon as most of the guests had left along with Edmure and his bride for the bedding ceremony, the gates were closed and the band began playing a different tune which happens to be the Rains of Castamere. As soon as the band started playing it, there was a sudden look of dread on Catelyn's face. IMO that set the gears in her mind in motion and she started to put together that this was a trap.

So I am beginning to assume there's some background involved with this song. Is there?

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Notice that house Reyne sigil is also a Lion (Red on Silver). That's the reason why Lord Reyne said "In a coat of gold or a coat of red, a lion still has claws, And mine are long and sharp". By the record, the Reyne Sigil is similar to Simon de Monfort, a rebel lord that raised against Edward I "Longshanks", the king of England. Edward finally crushed House Monfort. It's clear that Tywin is linked to Longshanks and Lord Reyne to Monfort. – user11393 Jun 29 '14 at 12:14
up vote 13 down vote accepted

The big ploy about this song is that it is associated with the Lannister family line as a whole.

The look of horror that appears on her face is that of dread as the presence of this song means that the Frey's aren't their ally, but actually are with the Lannisters.

As stated and shown, it is truly a trap and one of the most shocking events in the whole book, dubbed The Red Wedding

Taken from the GoT Wiki for a better explanation of the origin of the song:

The Rains of Castamere immortalized the destruction of House Reyne by Tywin Lannister. House Reyne was obliterated after they rebelled against their liege lord, Tytos Lannister, who was perceived as weak by his own vassals. To restore Lannister dominance, Tytos' son, Tywin, marched against the upstart Lord Reyne. By the end of the rebellion, Castamere had been put to the torch and all members of House Reyne executed. The title is thus a play on words, as the "rains" fall over the empty halls of the "Reynes" who have been killed to the last man.

If one remembers, Cersi describes this act to Margaery before Sansa's wedding.

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Yeah, this was explained literally one episode prior. – user209 Jun 6 '13 at 19:40
Just wanted to add that the song itself although it has become synonymous with the Lannister family as a whole it is essentially a song specifically about Tywin and became their song when Tywin became head of his house. Also Tywin quashes any such thoughts of an uprising from some of his other bannermen by sending a bard to play the song to them following which there was no more talk of rebellion against Tywin's Lordship – The Man With No Name Apr 1 '15 at 23:45

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