Sahih Bukhari Volume 003, Book 034, Hadith Number 437.
Narated By Anas bin Malik : The Prophet came to Khaibar and when Allah made him victorious and he conquered the town by breaking the enemy's defense, the beauty of Safiya bint Huyai bin Akhtab was mentioned to him and her husband had been killed while she was a bride. Allah's Apostle selected her for himself and he set out in her company till he reached Sadd-ar-Rawha' where her menses were over and he married her. Then Hais (a kind of meal) was prepared and served on a small leather sheet (used for serving meals). Allah's Apostle then said to me, "Inform those who are around you (about the wedding banquet)." So that was the marriage banquet given by Allah's Apostle for (his marriage with) Safiya. After that we proceeded to Medina and I saw that Allah's Apostle was covering her with a cloak while she was behind him. Then he would sit beside his camel and let Safiya put her feet on his knees to ride (the camel).