Kratos at the Canyons.
The Canyons of Sorrow is a location Kratos came across in 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 the God of Death, Thanatos, had attempted to persuade Kratos from finding his brother, but failed. In his journey, Kratos also encountered a very distraught King Midas. The king is seen mourning his daughter, Marigold, after he transformed her in to gold with his accursed golden touch. He then had a hallucination which made him believe he was in the Underworld. As he reached his hand into what he believed to be the River Styx (which was, in truth, lava), he burned his hand off, causing him great pain, but, at the same time, it had turned the lava into gold, which allowed Kratos to safely pass through. After encountering a large wall of lava, Kratos took Midas and knocked him unconscious. He then dragged Midas to the lava, with the intent of turning it to gold in order to pass through. Midas, however, came to and begged for the Ghost of Sparta to show mercy. Kratos, however, continued dragging Midas, eventually throwing him into the lava, which resulted in both Midas' death and the lava turning into gold. After which, Kratos safely left the Canyons to enter a sunken Atlantis.