Siamese cats originated in Thailand where they are called “Wichian Mat”, meaning “Moon Diamond”. Siam was the former name of Thailand until 1949. Giving a pair of Siamese cats to a bride on her wedding day is a gesture of good luck to her marriage.

As its name suggests, the cat originally came from Thailand (formerly known as Siam). Its interesting appearance and demeanor caused the cat to be adored by royalty. When a member of the royal family died, it was also thought a Siamese cat would receive this person’s soul. The cat would then be moved to a temple, spending the rest of its life in luxury, with monks and priests as servants.

Source: http://www.petmd.com/cat/breeds/c_ct_siamese, http://nomadicboys.com/facts-about-thailand/