Verified answer

The concept of red rooms comes from Jungian psychology and The Red Book. Jung advocated that everyone keep a red book, a book in which they explore their darker natures and the more subversive elements of their psyches. Some have taken that a step further and created red rooms, possibly fueled by the film The Shining and the fact that saying "red rum" (i.e., "murder" backwards) sounds like "red room."

Do they exist? Yes, but hopefully not as actual murder rooms. Most, the ones that people are more prone to openly discuss anyway, are oriented around consensual BDSM.