Stormcage Containment Facility

Stormcage Containment Facility was a prison in the 51st and 52nd century. River Song was a prisoner there. 

River escaped Stormcage to warn the Doctor about the Pandorica opening. (DW: The Pandorica Opens) For reasons that are, as of yet, unknown, River returned to Stormcage, and was later released under the custody of Father Octavian, who needed her assistance in a mission involving Weeping Angels. When their mission was over, River was presumably returned to Stormcage, though she did hope she had earned a pardon through her actions. (DW: The Time of Angels/Flesh and Stone).

Behind the Scenes
According to an interview with Alex Kingston, The Stormcage is some kind of a prison planet and it is particularly unpleasant to stay there. Through the window of River's cell heavy rain can be seen, perhaps providing a name as to it's naming.