Catelyn and Rob Stark both die at which event?

I had no idea at all about this then realised from the explanation that this is probably from a book, film or TV series. It's from Game of Thrones of course. Need to watch this. This really should be added to the explanation but perhaps I'm the only person who hasn't yet seen this.

Paul Steadman, I had no idea if it was a book or a movie. I was totally confused by the answer, and I feel no need to watch a fantasy soap opera.