When it comes to House Lannister, they spare no expense on those that take up arms for the House. The Red Cloaks are the Lannister's elite guards that patrol the streets in both King's Landing and Casterly Rock. Their resplendent red cloaks, their signature feature, is colored not just because it's a House color, but as a show of intimidation to the populace. Stay in line, or the Red Cloaks will come after you".