Dark Sun: The Scorched World of Athas
The Gray is part of the cosmology of Athas which acts as a barrier between Athas and other realms beyond. It is described as an echo of Athas, an otherworld of shadow and ghosts. In this realm the restless spirits of the dead linger in the ruins of the cities that once existed on Athas. The beings that inhabit the Gray are strange and powerful, and generally hostile to mortals.
It has been discovered that many strange lands exist within the Gray, including a version of Kalidnay.
It has been suspected that time flows differently in the Gray than in the material world.