Kingdom of Sorrow

From King's Quest Omnipedia

This was the nickname for the land west of Daventry and east of the Glass Mountains where Sorrowing Court was located.

[edit] Source

Its the name of the land implied by the title of the book, King's Quest: Kingdom of Sorrow, though the title is never specifically used within the story itself (infact the name of the area isn't mentioned at all within the story).