The overall theme of Game of Thrones borrows a lot from the War of the Roses. As for the Red Wedding, according to a lot of web sites, this was inspired by two Scottish events, the Black Dinner of 1440 and the Massacre of Glencoe in 1692.
While the Red Wedding itself does not appear to have been directly inspired by Catherine de’ Medici, many web sites claim that the character of Cersei Lannister drew a lot of inspiration from her. Margaret of Anjou is also cited as inspiration for Cersei.