Rocky Canyon is a rocky wasteland on Earth, located north of the Northern Wastelands, near Mutaito's Training Grounds.
The Rocky Canyon looks very similar to Gizard Wasteland. It is where Babidi sends Goku and Majin Vegeta for their battle in the Babidi Saga.
The Rocky Canyon in Buu's Fury
It was named in the video game Dragon Ball Z: Buu's Fury; when Goku and Vegeta exit this area in the game, they are directly sent back above the Southwest Forest (the location of Babidi's spaceship).
Rocky Canyon is a battle stage in the video games Dragon Ball Z: Ultimate Battle 22 (where it is named Desert) and Dragon Ball Z: Shin Butōden.