Map showing the location of Storm's End on the continent of Westeros.
Storm's End is the ancestral seat of House Baratheon, and one of three major castles currently held by the royal house (the others being the Red Keep in King's Landing and the island fastness of Dragonstone). Renly Baratheon is Lord of Storm's End
In the books
In the Song of Ice and Fire novels, Storm's End is a formidable fortress, located on the south-eastern coast of Westeros overlooking Shipbreaker Bay. It consists of a massive curtain wall surrounding a single immense drum tower. Unlike many other castles, which consist of a complex of different buildings, Storm's End is entirely contained within one large building. This is due to the immense storms that frequently batter the castle. According to myth, the castle was built to a scheme drawn up by Bran the Builder, the founder of Winterfell.
Storm's End was the old stronghold of the Storm Kings, who ruled over the Stormlands for millennia from within its walls. During the invasion of Aegon the Conqueror, his bastard half-brother Orys Baratheon defeated Argilac the Arrogant, the last of the Storm Kings, in open battle. Aegon rewarded Orys with legitimacy and with Argilac's castle and daughter, thus founding House Baratheon as a noble house of Westeros.
During Robert's Rebellion, Storm's End was besieged by House Tyrell armies loyal to the Mad King, Aerys II Targaryen, for over a year. The castle garrison, commanded by Robert's brother Stannis, was reduced to eating rats and a shipload of onions, smuggled into the castle by the noted smuggler Davos (enobled as Davos Seaworth by Stannis after the war). After Aerys' death, Eddard Stark raised the siege, forcing Lord Mace Tyrell to swear fealty to King Robert.
To Stannis' displeasure, he was made Lord of Dragonstone by his brother, leaving their infant brother Renly as the titular Lord of Storm's End. Stannis considered this a slight, as Dragonstone is even colder and harsher than Storm's End, despite Dragonstone being a fortress of great tactical importance and noble history.