You shall see how I stand by you, as I should,
To avenge the city and the city's god,
And not as though it were for some distant friend,
But for my own sake, to be rid of evil.

It is important to note the reference made to dark and light, which are two key symbols throughout the play, and also give rise to a final terrible irony. For it is by bringing "what is dark to light" that Oedipus condemns himself to darkness when he blinds himself because of the awesome reality of the truth of his tragedy.

Most texts, if they utilize irony, will use one or two types. Oedipus Rex, therefore, is unique because it implements all three types of irony in fundamental ways. The primary irony in the play is dramatic irony, which is when the reader is aware of something that characters in the story are not. The reader realizes Oedipus' true identity, his past crimes, and his incest much earlier than Oedipus himself and several other characters. Thus, when the reader sees moments such as Oedipus pronouncing death upon Laius' murderer and Jocasta stating that Oedipus favors Laius, he or she sees the tragedy of the story all the more clearly. In fact, this tragedy of ignorance is applied to every character in the play other than Teiresias, who is actually a prime example of verbal irony.

Verbal irony is usually characterized by if there is a difference between what is said and what is meant. In the story of Oedipus Rex, Teiresias is a "blind seer," which seems to be an paradox. Though Teiresias is physically blind, he has special insights into reality, which is how he knows that Oedipus is Laius' murderer. This irony between being blind and seeing is carried through the the end of the story when Oedipus brutally blinds himself only when he learns the truth and "sees" it for the first time. Thus, Sophocles plays with these motifs through verbal irony multiple times.

Situational irony, or when there is a difference between what is expected and what happens, also plays a heavy role in the text as a whole, especially as it relates to attempts to escape fate. When Jocasta and Laius slit the ankles of their three-day old son and leave him to die, they do not expect that their son could survive. Likewise, when Oedipus runs away from his adopted parents to avoid killing his father, he meets his birth parents and kills his father and marries his mother.

Sophocles wove all three types of irony into Oedipus Rex cohesively, and all three help to deepen this tragic tale.

Cosmic irony is a phrase that is best described by considering the presentation of the gods in a text and how they act in relation to humans. Cosmic irony normally refers to gods who are at best profoundly indifferent but at worst actively antagonistic towards the humans that populate the earth. Cosmic irony can be seen therefore in the way that Oedipus ends up King of Thebes, which is actually his former city where he was born, even though he knows nothing of this, and that although he saved Thebes through solving the riddle of the sphinx, he is actually the cause of a far larger calamity because of his identity and the plague and suffering that this brings upon his city.

In the end, the fate of Oedipus is shown to have nothing to do with his own personal character: there was nothing, after all, that he could do to avoid it. The fate of Oedipus is an example of cosmic irony because it depicts the gods to be cruel and callous individuals who use humans as playthings, as the Chorus suggests in the following speech which comes just after Oedipus enters the stage having blinded himself:

What god,
What dark power lept beyond all bounds,
beyond belief, to crush your wretched life?

Cosmic irony is therefore shown in the way that Oedipus has no idea whatsoever at the beginning of the play of who he really is and how this will blight his existence. His fate is unavoidable, and it seems indeed as if the gods have deliberately "lept beyond all bounds, / beyond belief" to "crush" the "wretched life" of Oedipus.

A particularly good example of irony comes when Tiresias, the blind prophet, confronts Oedipus and accuses him of being the one who killed King Laius. Oedipus is outraged at such a suggestion and refuses to listen to Tiresias. If he really is guilty of such a heinous crime, then it also means that the woman who is his wife, Jocasta, is also his mother. And that's just too horrible for him to contemplate.

The irony here is that Tiresias, though blind, has the gift of foresight. This was given to him by the goddess Athena as compensation after she took away his sight. (Athena made Tiresias blind after he accidentally saw her bathing one day.) Despite his disability, however, Tiresias' extraordinary powers of foresight make him a wise and respected seer, someone whose unique abilities to divine the will of the gods mean that his prophecies must always be respected.

Yet, in a further irony, it is Oedipus who is figuratively blind in this particular scene. And it is his blindness, his stubborn refusal to pay heed to Tiresias' prophecy, that will ultimately lead to his downfall and his own, literal blindness. When Oedipus finally comes to grief, he gouges out his own eyes. But, unlike Tiresias, his blindness is not compensated with the gift of foresight.

As the other answers have noted, Oedipus Rex is filled with dramatic irony in the sense that the audience comes into the playing knowing what Oedipus does not. Situational irony can be recognized in the play as well. Situational irony occurs when the facts of a situation work out to be completely different from what the characters expect.

Oedipus, for example, is a very proud man, and it never once occurs to him that his sin could be the cause of the plague in Thebes. When he calls for a harsh sentence to fall on the head on the person responsible for the plague, the irony is that he doesn't know that the person he is condemning is himself.

Another instance of situational irony occurs as follows. Ironically, when he hears the prophecy that he will kill his father and marry his mother, Oedipus flees Corinth to escape this horrible fate. What he doesn't realize is that the parents he flees from are not his real parents. The irony is that he runs directly towards his real parents in attempting to run away from them, and, therefore, unwittingly kills his father and marries his mother. This is the exact opposite of what he intended to do. But the point of the play is that one's fate can't be avoided.

Dramatic irony occurs in the story because the audience is aware that it is Oedipus that killed Laius, but Oedipus is unaware and demands that the murderer is found and punished.

The audience is also aware that Oedipus was adopted by Polybus and Merope. However, Oedipus unknowingly runs from his adoptive parents, believing that he is forestalling the outcome of the prophecy that he would kill his father. He later discovers that the man he murdered on the road was indeed his father and that his biological parents are Laius and Jocasta.

Oedipus mocks Teiresias’s blindness not knowing that the situation is quite the opposite. Although Teiresias is blind, he is aware of what Oedipus has done, but Oedipus himself has no clue of the impending disaster due to his actions. In the end, Oedipus turns blind after he damages his eyesight.

The audience is aware that Oedipus is the cause of the plague because he married his mother. Oedipus discovers the incestuous relationship much later in the story.

Irony is, in fact, a literary technique which originated in Greek tragedy. Most common is dramatic irony in which a character's actions or words are understood by the audience, but unknown to the character.

The drama of Oedipus Rex is based upon the psychological blindness of Oedipus who issues punishments for the murderer of King Laius, who ruled Thebes before King Oedipus. For, he is unknowingly that very murderer who is the cause of the suffering of the people in Thebes.

So, in SCENE I when Oedipus says,

I pray that that man's [the killer of King Laius] life be consumed in evil and wretchedness (234)

Oedipus ironically curses himself. This is an example of dramatic irony, because Oedipus at this point in the drama is unaware of his own guilt and what will become of him.

In another example of dramatic irony from SCENE III, a messenger arrives to inform Oedipus that Polybus "was not your father." For, a shepherd had given the baby Oedipus to this messenger, who in turn gave Oedipus to Polybus. Nevertheless, Oedipus fearlessly replies with great dramatic irony,

But I
Am a child of Luck; I can not be dishonored.
Luck is my mother; the passing month, my brother,
Have seen me rich and poor. (1022-1026)

Of course, Oedipus is, indeed, greatly dishonored and cursed with his own words. And, because he was blind to the truth, he physically blinds and banishes himself.

I think an argument can be made that the major ironies of Oedipus Rex are dramatic ironies more than situational ones. Keep in mind, the story of Oedipus would have been famous among the Ancient Greeks, and so ancient audiences would have been well aware of the intricacies of Oedipus's own history and tragedy. They would have known that Oedipus murdered his father and married his mother long before Oedipus himself learns that truth, and this, I would suggest, is the chief ironic tension that hangs over the play.

In any case, rather than reiterate what has already been written by earlier contributors, one example of Situational Irony I find quite interesting is the play's use of blindness as a motif. When Oedipus is investigating the murder, he summons Tiresias, the famous blind prophet of Greek mythology. The situational irony of this scene lies in the realization that it is the blind man who has the clearest vision as to the reality of Oedipus's own life, about which Oedipus himself is blind.

That same irony will be reiterated at the end of the play, when Oedipus blinds himself and goes into exile. When he had vision, he was blind to the truth of his life. As a blind man, he has much clearer vision.

Situational irony involves a situation in which the outcome or effect is the opposite of what one would likely expect to happen. The classic example of situational irony is a firehouse burning down. We wouldn't expect the firehouse to burn down because the people who are best at putting out fires live there, and they have all the equipment at hand with which to put out fires. Therefore, it is ironic that the firehouse would burn down.

A major example of situational irony in Oedipus Rex is that Oedipus decides not to return to Corinth so that he cannot inadvertently fulfill the oracle's prophecy (that he will kill his father and marry his mother). However, it is precisely this decision that leads him toward Thebes: after he leaves the oracle, he meets his father on the road to Thebes and kills him, and then he marries his own mother soon after—without realizing that he's related to either one of them. The irony is that the action which the proud Oedipus takes to avoid the prophecy is actually the action that enables his fulfillment of the prophecy. If he'd have humbly gone back home to Corinth, he might have avoided it altogether.

The major situational irony in Sophocles' Oedipus Rex revolves around the nature of legitimacy in rulership. When Oedipus arrives at Thebes, he has just solved the riddle of the Sphynx. In gratitude, the populace agrees to give him leadership of the city and he is betrothed to the Queeen. SInce, at this point, his rulership is on the basis of popular acclaim rather than birth, he is technically a "tyrant" not a king. When his parentage is discovered, he blinds himself and renounces his position as ruler. His parentage, of course, gives him legitimacy as a king, and thus the major situational irony is that Oedipus loses the rulership of Thebes just at the moment he is proved a legitimate hereditary ruler.

The other answer does an excellent job of listing specific examples, but it's also important to note the factor that unites them: the person who does not know the truth of the situation is almost always Oedipus. His metaphorical blindness to reality leads to his literal self-blinding at the end of the play.

In many plays, dramatic irony involves the audience knowing something that none of the characters do. However, in this play, one of the foundational texts of the tragic genre, other characters—Tiresias, the shepherd, etc.—have some crucial knowledge that Oedipus does not. In a way, Tiresias represents the audience, in that he has the painful knowledge that they also possess; the difference is that he, unlike the audience, is able to tell Oedipus the whole truth if he wants to. So, rather than being generalized to the whole cast of characters, the dramatic irony targets Oedipus specifically.

“Dramatic irony” has been briefly and helpfully defined at dictionary.com as follows:

irony that is inherent in speeches or a situation of a drama and is understood by the audience but not grasped by the characters in the play.

Sophocles’ tragedy Oedipus Rex displays numerous examples of dramatic irony, including the following:

• At one point Oedipus declares that the man who killed Laius may also kill Oedipus (167-69; Ian Johnston translation; see link below). He does not know, of course, that he is the man who killed Laius, although anyone familiar with the Oedipus legend would know this.
• Oedipus ironically proclaims that by avenging Laius he will serve himself (170).
• Oedipus vows to discover the criminal lest a “common ruin” afflict Thebes (177). Of course, by discovering the criminal (himself) he ruins his own life.
• At one point Oedipus declares,

If someone knows the killer is a stranger,

from some other state, let him not stay mute. (268-69)

Oedipus, of course, was originally not from Thebes.

• Oedipus declares that the killer of Laius is the cause of the city’s “pollution” (281), not realizing, of course, that he is the killer of Laius.
• Oedipus hopes that the killer of Laius will suffer “the worst of agonies” (287) – a fate, of course, that will eventually be his own.
• Oedipus says,

. . . I pray, too,
that, if he should become an honoured guest
in my own home and with my knowledge,                                
I may suffer all those things I’ve just called down
upon the killers. (288-92)

The dramatic irony of this prayer should be obvious.

• Oedipus notes that he is now married to Laius’s wife, not realizing, of course, that this woman is his own mother (303).
• Oedipus laments that “fate swooped down” on Laius’s head (308), not realizing that fate is about to swoop down on his own head.
• When Tiresias will not tell Oedipus what Tiresias knows about the killing, Oedipus calls him the “most disgraceful of disgraceful men!” (399) – a description that will later fit Oedipus himself especially well.
• Oedipus accuses Tiresias of having had some role in Laius’s death – an ironic accusation if there ever was one (412-17).
• Tiresias tells Oedipus that someday the latter’s eyes will be dark (505-06), but there is no way at this point for Oedipus to realize that he will later blind himself.
• Tiresias reveals many specific details about the killer’s identity (546-59), but Oedipus cannot see (as the audience can) how these details are relevant to his own life.
• Oedipus accuses Creon of having killed Laius (640), not realizing that he himself is the killer.

As should be obvious by now, the specific dramatic ironies that exist in Oedipus Rex are almost too numerous to list, making it one of the most ironic plays ever written. Anyone who reads the play for a second time or who knows the Oedipus legend before reading it cannot help but be struck by the tremendous number of particular dramatic ironies the play reveals.

Undoubtedly, the greatest irony in the drama of Oedipus Rex is the fact that King Oedipus, who has rescued Thebes by solving the riddle of the Sphinx, seeks to rid the people of suffering again by advising them to seek out the murderer of King Laius, who ruled Thebes before Oedipus, while he unknowingly is the very cause of this suffering. There are, of course, other ironies that emerge as the play develops.

SCENE I

• Oedipus issues the proclamation that any man who knows who killed Laius must tell him everything and

                                                  ...no further trouble
Will come to him, but he may leave the land in safety....
Let him not keep silent:  he shall have his reward from me. (216-219)

The irony here is that when Teiresias is accused by Oedipus of lying and is berated by him, not rewarded.

• Oedipus also decrees that the man who did kill Laius shall never be spoken to and him shall

...be driven from every house,
Being, as he is, corruption itself to us.... (227-228)

and he hopes that this murderer will not "[L]ay violent hands even on me..." Later, he ironically forbids the Thebans to ever "receive" or "speak" to the man who has murdered Laius.

• Further, with dramatic irony, he curses himself, "I pray that that man's life be consumed in evil and wretchedness" (234). 
• Then, he insists that Teiresias go to Apollo to learn who the murderer is that they can kill or exile him. When Teiresias replies with irony,

How dreadful knowledge of the truth can be 
When there's no help in truth! (304-305)

• Later, Oedipus and Teiresias argue and, with dramatic irony, Oedipus accuses Teiresias of the crime he has committed,

Now twice you have spat out infamy. You'll pay for it! (348)

Even further, he accuses Teiresias of being blind and making a fool of himself for coming to him, telling the page to lead the seer away. But, before he goes, Teiresias makes a prediction that Oedipus will himself become a blind man.

SCENE II

Oedipus accuses his brother-in-law of having killed Laius and of wanting to be the ruler of Thebes, still not realizing that he is the man whom he seeks. Later, after Creon has left, Oedipus talks with Jocasta and begins to piece together what has really occurred, realizing that he has "Pronounce this malediction upon myself." That is, he has banished himself from Thebes and cursed himself to being shunned by all. Yet, he does not understand that Polybos and Merope are not his parents.

SCENE III

Ironically, Oedipus yet believes that the oracles are wrong, convinced that they have prophesied that he will kill Polybos and marry Merope. But a messenger arrives, a man who tells Oedipus that Polybus "was not your father." For, another shepherd gave the baby Oedipus to him, and he gave Oedipus to Polybus. Fearlessly, Oedipus replies with great dramatic irony,

However base my birth, I must know about it...
                                                                But I
Am a child of Luck; I can not be dishonored.
Luck is my mother; the passing month, my brother,
Have seen me rich and poor. (1022-1026)

EXODOS

After Oedipus learns the truth and realizes that he has fulfilled the prophecy against him, a second messenger comments of the irony of life; "The greatest griefs are those we cause ourselves" (1262).

The great tragic irony in Oedipus the King is that Oedipus spends most of the play relentlessly hunting for the man who has brought the plague upon Thebes, when the man he is looking for is himself. This is clearly an ironic situation and is also an instance of dramatic irony, since the story of Oedipus was well-known and the audience would have known that the king himself was the source of the pollution.

Given the knowledge of the audience that Oedipus killed his father and married his mother, every interaction between Oedipus and the other characters is ironic. Teiresias, in particular, tries to warn Oedipus against this pursuit, but Oedipus refuses to listen, only becoming angry and insulting the soothsayer. There is an irony here in that Teiresias is actually acting as an advocate for Oedipus, while Oedipus himself, unaware of this, claims that Teiresias is being dishonest.

However, it is clear on reflection that there is nothing Oedipus could have done to save himself. If he had stopped trying to find the cause of the pollution, Thebes would still have been ravaged by the plague. Oedipus's fall is inevitable and is only made more ironic by the ferocity with which he hastens toward it.

Going into any reading or viewing of Oedipus Rex, the audience would know that:

• Oedipus has already killed his father
• married his mother (committed incest)
• fathered four children who are also his siblings

Oedipus is a universally known myth, and all of the background information (or antecedent action) is common knowledge.  I don't know if those count or not, since they have taken place before the play begins.

During the play, we (the audience) know more than any of the characters on stage, except for Tiresias.  The play is driven by dramatic irony, and here are the main ironies of part I only:

• We know the cause of the plague in Thebes: incest and murder
• We know Oedipus' curse on the murderer of Laius will lead to his banishment
• We know that Oedipus' search for the murderer will lead to his knowledge of his own crimes
• We know that Creon is telling the truth, that he's not a traitor
• We know that Tiresias is telling the truth, that Oedipus is the murderer
• We know that Jocasta will know the truth sooner than Oedipus, and her suicide will finally confirm the truth
• We know that Oedipus will gouge his eyes, an ironic punishment for not knowing or seeing the truth

The effects lead to katharsis (purgation of pity and fear) in the audience.  We pity Oedipus for seeking to know the truth only to have that truth backfire on him and make him suffer.  We fear that his plight might be our own: not that we will commit his two crimes necessarily, but that we may never know the truths about ourselves and our families, and even when we do, it leads only to pain and suffering.

The dramatic irony in the play Oedipus Rex, by Sophocles, is that through the soothsayer Teiresias, the audience becomes more aware and more convinced that Oedipus is the murderer of the late King Laius; not only that, Laius is actually Oedipus’s father, Oedipus has married his mother, and all of Oedipus’s children have been born from incest.  Teirsias flat out tells Oedipus and the audience that Oedipus is the murderer of Laius when he says “I say that thou art the murderer of the man whose murderer thou pursuest.”  It takes Teirsias a lot longer to tell Oedipus that his problems run much deeper than just murder, but by the time Teirsias has left the scene the audience has learned that Laius was Oedipus’s father, that he has married his mother, and procreated children that are both his children and his siblings.  Teirsias first illudes to Oedipus’s lineage when he says “I say thou livest with thy nearest kin in infamy, unwitting in thy shame,” and again later when he says, “thou hast eyes, yet see’s not in what misery thou art fallen, nor where thou dwellest nor with whom for mate.  Dost know thy lineage?”  Finally, the audience becomes convinced of Oedipus’s plite when in Teirsias’s final speech, Teirsias describes Laius’s murderer as wearing purple robes and leaning on a sceptor, that the murderer will be proved to be both brother and sire to the children in his home, and that their mother will prove to have born both a son and husband to herself and a murderer to his sire.  All of which, Oedipus completely disbelieves until he relentlessly examins the evidence throughout the rest of the play.

Well, the whole play is structured around what, to its original audience, would be one colossal case of dramatic irony. Sophocles' audience would have already known the Oedipus story, and the very name "Oedipus" would be synonymous with sleeping with his mother and killing his father. That means that, even before the play began, the audience would know the ending. This terrific dramatic irony would mean that, every time Oedipus talks about finding the cause of the Theban plague, the audience would know exactyl what the cause was: Oedipus himself.

Within the construction of the play, there are ironies all over the place. As Oedipus killed his father on the crossroads, he felt confident that he'd left his father behind him in Corinth. Oedipus solves the riddle of the Sphinx (focussing on the way that time ages and weakens men) but the crown of Thebes which he wins causes him to become aged and weakened in just the same way.

Oedipus is determined to find out the truth, and seek the murderer so that he can see him and confront him. Of course, Oedipus does find the truth and the murderer - but he can't see him - because he is Oedipus. Oedipus' response is to blind himself.

Even Oedipus' name is an irony: it means "swollen-footed" or "I think I know", meaning that both Oedipus' origins as the Theban heir and his self-assured insistence on knowing are written tragically into his very name from the first moment of the play.

There are many more to find! Hope it helps!

Dramatic irony is where the audience knows something that the characters in the play don't. In Oedipus Rex, Oedipus is determined to find the killer of King Laius, whose widow Jocasta he has married. A terrible plague has descended upon the city, and the only way to lift this curse is by finding the man who killed Laius. As Oedipus takes his duty as king seriously, he sets out to do precisely this, for the good of his family and for his people.

The irony here of course is that it was Oedipus himself who—unwittingly—killed Laius after an argument by the side of a road. We know, but Oedipus does not, that Laius was his real father, the man who abandoned him as a baby to avoid the consequences of a particularly ominous prophecy. So when Oedipus vows to his people to find the killer of King Laius, he is setting himself on a dangerous course of self-discovery, one that will reveal his identity as the murderer.

We, the reader/audience, also know way before Oedipus does that he has in fact killed his father and married his mother. Since the time of the prophecy, Oedipus has gone to great pains to avoid the fruition of the fortune telling.  We know well before Oedipus does that he has run right into the prophecy's fullfillment.  The hints are all over the play...speeches, and the chorus' responses.

What is unique about this play is that almost every single line is full of dramatic irony as Oedipus casts himself in the role of detective trying to find the criminal, who he gradually realises is no other person than himself. The irony in this play is therefore primarily dramatic irony in that the audience, and some other characters, are aware of what Oedipus and other characters deliberately blind themselves from realising until it is too late. Note how the following lines are an example of dramatic irony, for example:

I'll start again--I'll bring it all to light myself! ...
Now you have me to fight for you, you'll see:
I am the land's avenger by all rights...

Ironically Oedipus will be the person to bring the truth about the murder of the former king of Thebes to light, because he was the person who killed Laius. There is massive dramatic irony in Oedipus recognising himself as the "land's avenger," as it was he who started the plague that is currently troubling Thebes because of his murder of the former king. The dramatic irony makes the play extremely tragic as the audience knows this and watches as Oedipus realises more and more that the evidence points towards him alone as the murderer.

Oh, indeed, this play is replete with irony. Oedipus flees Corinth, believing he's escaping the prophecy by running away from his parents, but he doesn't know that Polybus and Merope are his adoptive parents. Oedipus then runs right into Laius, his real father, whom he kills, and is awarded the queen of Thebes, Jocasta, when he solves the riddle of the Sphinx. She, unfortunately, is his mother. So although Oedipus thinks he has thwarted the prophecy, he has actually fulfilled it, yet he doesn't discover this truth for several years. The blind prophet Teiresias can "see" the truth while the sighted Oedipus cannot, another example of irony. Oedipus declares that he will banish the murderer of Laius, even if he is a guest in his own house, and in fact, he has banished himself because he is the killer though he does not know this fact. Eventually when Oedipus does learn the awful truths, he blinds himself, unable to look on the children he has fathered with his mother. Now, ironically, although he can no longer physically see, he can metaphorically see and understand that the gods have the ultimate power and it was useless for him to try to thwart the prophecy.

I think that dramatic irony happens at several points in the play.  When Tiresias' words of "How terrible is wisdom when it brings no profit to the wise" are spoken, and the reader sees Oedipus' dismissive actions and demeanor towards such a warning, it is a moment of dramatic irony.  The reader understands that there is a loaded meaning, a specific connotation in the words, but the character (Oedipus) does not.  The same experience can be seen in the articulation of Oedipus' fate that he will kill his father and marry his mother.  The reader is convinced or fully grasps something that the character (Again, Oedipus) does not.

In Oedipus Rex, dramatic irony secures the fate of Oedipus and those nearest to him.  Jocasta gives Oedipus to the shepherd in secret, so Laius assumes that he has been killed as ordered.  Oedipus of course has no idea that the shepherd and his wife are not his biological parents.  When Lauis and Oedipus meet on the road, they are both unaware of their relationship; and from here, Oedipus's destiny begins to unravel.  The reader is aware of what is happening, but the characters are not--only Jocasta knows the truth.  Oedipus refuses to believe the sayings of Teiresias because he does not want to admit that he could be capable of such horrendous actions.  But the irony of the situation leads him to continue to make bad decisions thereby sealing his fate.