The Grim Underworld is a world parallel to Gielinor. Apparently, the souls of those who die in Gielinor are ferried to their final resting place within the underworld.

The idea of the Grim Underworld contradicts some of those already put forth by other sources, suggesting that only some are taken there, while others appear to travel to another destination.

The demon Alathazdrar claims to have once served as a ferryman in the Grim Underworld, but left to pursue other interests in Gielinor and the Infernal Dimensions (currently, Alathazdrar is a butler). This suggests that the Grim Underworld is not necessarily impossible to enter or leave at will.