That's kind of a tough one to answer. You saw briefly in Season 1 Lord Beric Dondarrion. He was sent to get The Mountain and bring him back for the King's Justice. In the books Thoros of Myr (renown for his flaming sword) goes with him. Thoros is a red priest (same god as Melisandre although not as intense). They and their men were surprise attacked or something and basically slaughtered. The survivors including Beric and Thoros basically wage a guerrilla war against pretty much anybody they feel like although I would say mostly Lannisters and their banner men who are fighting against Rob Stark. OK, so they grow in legend because apparently they have been killed multiple times but always seem to pop up again. It turns out that Thoros has somehow gained this ability to resurrect the dead. He is the one who keeps resurrecting Beric. I can't seem to remember but it seems like it is never really explained but because of his worship of the Red God he basically attributes it to Him. Their entire group's guerrilla warfare takes on a religious theme of holy justice if I remember correctly. Anyway, to answer your question, after Cat is killed and her body thrown in a river they find her and she is resurrected. It's been a long time since I read the book so if I got some of that a little off somebody can feel free to correct me but that is the basic gist.
Another thing I took from the whole resurrection thing is that magic is beginning to reappear in Westeros where real magic has not been seen in a very long time. And it seems to pop up somewhat randomly like water beginning to seep through multiple cracks in a dam if you will.