Cocytus is the second Layer of Pandemonium. Its tunnels tend to be smaller than those of Pandesmos, which means that they funnel the winds more strongly. The resulting wails have earned Cocytus the nickname “layer of lamentation.” Strangely, the tunnels on this layer bear the marks of having been hand-chiseled, but such an undertaking must have occurred so long ago that years do not suffice as a measure.
The Harmonica and Howler's Crag are both in Cocytus, both of them apparently ruins of ancient, godly beings. The realms of Hruggek and Cyric (both ruined or containing ancient secrets that preceded the gods in question), Garagos, and Belinik are also found here, and the ruins of the realm of Erythnul before he moved to Phlegethon. Another likely, but not confirmed, denizen is Task.
Sources: Manual of the Planes, Planes of Chaos, On Hallowed Ground