While I agree with everyone else's suggestions regarding litterboxes and territory, don't rule out a trip to the vet.
When I was a kid, we had a cat that had a fixation with urinating on my brother's bed. (Better him than me!) After trying all sorts of things to keep her from doing it, (bro was too young to always remember to shut his door), kitty took a trip to the vet, where a urinary tract problem was discovered. Apparently there was something about my brother's bed that helped her "go."
At any rate, the vet put her on a medication that we crumbled into her food once a day. It worked like a charm. Kitty loved the medicine, my brother loved no longer having a damp matress, my mother loved not having to wash the bedding every day, and all was right with the world...
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