Valley of Screams/Movie Continuity

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

Overview
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 has no place in the canon timeline, 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.