By default it seems like urxvt (rxvt-unicode) doesn’t generate the same escape sequence than xterm when a key combination with Ctrl or Alt (Meta) is used. For example, this is the case with Vim when someone wants to go to the next or previous tab with Ctrl + PageUp (:tabprevious) or Ctrl + PageDown (:tabnext).
Solution
That’s easy to fix, simply add to your ~/.Xdefaults the next lines and then you will be able to use these key combinations with Vim and other console programs:
URxvt.keysym.M-Up: \033[1;3A URxvt.keysym.M-Down: \033[1;3B URxvt.keysym.M-Right: \033[1;3C URxvt.keysym.M-Left: \033[1;3D URxvt.keysym.M-Prior: \033[5;3~ URxvt.keysym.M-Next: \033[6;3~ URxvt.keysym.M-End: \033[1;3F URxvt.keysym.M-Home: \033[1;3H URxvt.keysym.C-Up: \033[1;5A URxvt.keysym.C-Down: \033[1;5B URxvt.keysym.C-Right: \033[1;5C URxvt.keysym.C-Left: \033[1;5D URxvt.keysym.C-Prior: \033[5;5~ URxvt.keysym.C-Next: \033[6;5~ URxvt.keysym.C-End: \033[1;5F URxvt.keysym.C-Home: \033[1;5H