Devil's Gate in Wyoming
In 2.22 All Hell Breaks Loose: Part Two, the Winchesters along with Bobby and Ellen discover that Samuel Colt built a huge Devil's trap which is 100 miles across, in southern Wyoming. There is a church at each point and the sides of the pentacle are made of iron railroad lines. At the center, in an old cowboy cemetery, is a Devil's Gates - a literal door to hell.
The Yellow-Eyed Demon plans to open the gate and use beings from Hell as soldiers in his supernatural war. As the devil's trap prevents the Yellow-Eyed Demon from getting to the devil's gate, he uses Jake Talley to cross into it and unlock the gate, which he does using the Colt as the key. Although Bobby and Ellen manage to close the gate, hundred's of beings from Hell escape. One of them is John Winchester, who helps kill the Yellow-Eyed Demon. However hundreds of demons also escape.
In 3.01 The Magnificent Seven, we learn that the night the gate was opened, strange dark clouds appeared over 17 cities. We also learn from Isaac, that Sam and Dean are being blamed for the devil's gate being opened and the demons escaping.
The real Devil's Gate in Wyoming
There is a rock formation called the Gate in Wyoming. It is a gorge formed by the Sweetwater River and was a landmark for pioneers following the Mormon trail and the Oregon Trail.