The End of the World is essentially an apocalypse in and of itself, an abyss of darkness into which all the fallen worlds are gathered. Within it is contained a veritable prison for the worlds, the World Terminus, which contains portals to each world to be utilized by the Heartless. There is also a "gummi garden", a vast cavern entirely comprised of Gummi material--which is only generated by the consumption of worlds by darkness. It's also the material seen falling through the sky when the world borders fall.