Here's one Paul Morphy played against his father. Paul apparently gave rook odds and managed to win by castling! http://www.chessgames.com/perl/chessgame?gid=1238144
Mate Via Castling
Mate by castling is very easy to construct (although of course I can't figure out what game you're referring to). Mate by castling, where it is the only possible way to mate, is harder:
I do know one game where Black king is on g1/h1, White king is on e1, and White rook is on a1; castling queenside could have checkmated as well, although in the actual game White played Kd2# instead.
http://www.chessgames.com/perl/chessgame?gid=1259009 could have ended with O-O-O#.
I did it once, although it was just for fun when my opponent did not resign.
http://www.chess.com/echess/game?id=44077451
I remember long ago in some magazine column they showed a game where one side achieved checkmate by castling. In other words, bringing the rook to the d or e file was the final piece of the mating net.
I think it was a genuine game, though it's possible it was an invented position. Anyone remember it?