The Canyons of Sorrow is a location Kratos came across on his journey to the Domain of Death.
God of War: Ghost of Sparta[]
After leaving Aroania, Kratos, in his journey to rescue Deimos, entered these canyons, where Thanatos had unsuccessfully attempted to dissuade Kratos from finding his brother. On his journey, Kratos also came across a stream of lava, with a very distraught King Midas on its bank, mourning his daughter Marigold after having transformed her into gold with his accursed golden touch.
Midas then has a sudden hallucination, believing himself to be in the Underworld. As he reached into what he believed to be the River Styx, he burnt his hand off, causing him great pain, but, at the same time, turning the lava into gold, allowing Kratos safe passage. Stumbling across a great wall of lava, Kratos found and overpowered Midas, knocking him unconscious. He then dragged Midas to the lava, with the intent of turning it to gold, and passing through. Midas, however, came to and begged the Ghost of Sparta to show mercy. Kratos however, ignored Midas' pleas and threw him into the lava, which both killed Midas and turned the lava into solid gold. Kratos then safely exited the canyons and continued on to a sunken Atlantis.