Environment:
openSUSE Tumbleweed x86_64
rxvt-unicode-9.21-2.11
aaa_base-13.2+git20160915.106a00d-1.1.x86_64

The rxvt-unicode and rxvt-unicode-256color does not respect "Control+Arrow" key
bindings in commind line (bash) - which should be the default configurations in
most of terminals.

Default /etc/inputrc file was lack of following configurations

    $if term=rxvt-unicode
    "\eOa": history-search-backward
    "\eOb": history-search-forward
    "\eOc": forward-word
    "\eOd": backward-word
    $endif

The 256color configuration also need to be added:

    $if term=rxvt-unicode-256color
    "\eOa": history-search-backward
    "\eOb": history-search-forward
    "\eOc": forward-word
    "\eOd": backward-word
    $endif

It can be set in $HOME/.inputrc but it's reasonalbly to be the default.