The Cavern of Despair was a supposed place thought to exist by the Klingons for those who had died and been forgotten. Klingons believed that the dead could not rest in Sto-vo-kor, unless the living honored the memories of them, otherwise they would reside in the Cavern of Despair.
In 2377, B'Elanna Torres recalled and told Kohlar that she had not made a plea for her deceased Klingon grandmother L'Naan since she was a child. He then prayed to Kahless the Unforgettable himself to lift L'Naan and others from the Cavern of Despair and reveal himself to them in his full glory. (VOY: "Prophecy")