Valley of Screams

A is a dimension that forms between the Human World and the Soul Society, stemmed from the Dangai.

Overview
Valleys of Screams are pockets of space, varying drastically in size, that are composed of souls ejected from the reincarnation cycle and reside in the space known as the Garganta. Despite the fact that the Reiatsu in the Garganta is incredibly unstable, to the point where no one can move through it if they do not constantly release their own Reiatsu to create footholds, the Valleys of Screams are able to exist as dimensions of Reishi for an unknown reason; Yoruichi Shihōin theorizes that they are able to do so because the very structure of their Reishi is different from that of normal Reishi.

A Valley of Screams can also be modified by individuals with certain powers, such as Fullbringers. At the behest of Kisuke Urahara, Riruka Dokugamine used her ability to insert and remove anything into and from an object she likes to place a small Valley of Screams into a box, and Yukio Hans Vorarlberna used his power of manipulating space with electrical power to shape it into a room and rails; this created a quick method of transportation between areas, achieved by marking a location with a stake to determine where the Valley of Screams will travel. This modified Valley of Screams even managed to enter the Royal Realm, a feat usually impossible unless one has an Ōken. It also allows for stealthy travel, as those riding in it do not need to exert any Reiatsu.

The Thousand-Year Blood War arc
At some point during his research in Hueco Mundo, Kisuke Urahara recruits Riruka Dokugamine and Yukio Hans Vorarlberna to modify a Valley of Screams for the purpose of entering the Soul King Palace. Once this is constructed, Yukio, Riruka, Grimmjow Jaegerjaquez, and Nelliel Tu Odelschwanck use it to travel to the Royal Realm, where they meet up with Ichigo Kurosaki and his friends. Yoruichi Shihōin explains that they are going to use it to invade the main palace without exerting any Reiatsu, thus creating the opportunity for a surprise attack.

Bleach: Memories of Nobody
Bleach: Memories of Nobody introduced the Valley of Screams long before its introduction in the manga, and its explanation differs from Yoruichi's. There is only one Valley of Screams, and its appearance is a regular occurrence that happens naturally due to souls getting lost trying to get to Soul Society; as such, it can only be accessed from the Human World. The lost souls that create it are known as Blanks. The valley is primarily a rocky area with many canyons and mountains. At its center is a long wooden pole, which was to be used to sacrifice Senna on. There is also what appears to be numerous Shoji-type structures, with white tassels attached at the tops, embedded into the cliff sides. These, along with the surrounding landscape, begin to produce Blanks that merge with the Shinenju.

Blanks resided in this place, separated from their memories. The memories merge into the Shinenju and return to the Human World. The Blanks remain incomplete until they come in contact with the Shinenju and become whole again.

Subsequent to their expulsion from Soul Society, the Dark Ones claimed this to be their homeland until they would invade Soul Society and take their revenge.

The Valley of Screams eventually expands to a point where it connects Soul Society and the Human World, allowing a town in the latter to be seen from the former. The Onmitsukidō is sent inside to investigate, but the mission is declared a failure. As a result, Captain Tōshirō Hitsugaya is assigned to investigate from the Human World.

Aiming to fulfill their need for revenge for their exile from Soul Society over a millennium prior, the Dark Ones attempt to collapse this dimension in order to force the Soul Society and the Human World to collide, destroying both worlds in the process.

While the movie's place in the canon timeline is unknown, Kubo refers readers who wish to know more about the Valley of Screams to it in the volume sketch for chapter 627 in volume 69.