I'm wondering about the same. Here's the context I've seen the expression in: "el vecinalismo entreterriano estaba ya con los ánimos de demasiado caldeados como para mantener la pasividad ante la impresión de ser el pato de una boda allá en la alturas."
It refers to someone who has receive a bad thing (or has to pay) for something that is not his responsability (or at least not the only his)... I don't know if I am explaining myself rigth...
I don't know the exact origin of this phrase but I think it means that a person is in the same situation of someone who has to pay for a wedding which is not his.
Do you understand me?... I did my best! Here is another explanation (but in Spanish!): http://forum.wordreference.com/showthread.php?t=258002