Valley of Screams

A is a dimension that forms between the Human World and 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. Read more...

While the movie has no place in the canon timeline, Kubo refers readers who wish to know more about the Valley of Screams to Bleach: Memories of Nobody in the volume sketch for chapter 627 in volume 69.