This is when a character is killed off in a particularly gruesome manner and left to be found, just to offend and insult someone (usually the hero). The usual victims are the hero's loved ones, specifically his best friends, his love interests, and his sidekicks. The name of the trope comes from a particularly horrific storyline in the Green Lantern comic in which a minor villain called Major Force leaves the dismembered corpse of Kyle Rayner's girlfriend literally stuffed into his refrigerator for him to find. Years later, Major Force would do this to Kyle's mother, in an oven. (Kyle's revenge on the villain was ruthless, final, and utterly medieval.)
The phrase "Women In Refrigerators" was popularized by comic book writer Gail Simone, who once compiled a list of all the atrocities suffered by female comic book characters, and got to have her payback when she was given the job writing the female-centric Birds of Prey series.