From Heroes Wiki
The Grand Canyon is a gorge in Arizona.
"Nathan" flies to the Grand Canyon and, still in control of Sylar's body, says that he doesn't want to be around people right now. Nathan admits that he shoved Peter into a wall and is worried that he could get Peter killed if Sylar is in his head and tells him to find a nearby road. Peter grabs him, replicates flight and insists on going with Nathan wherever he flies. Nathan flies off, followed quickly by Peter.
"Nathan" walks along the Grand Canyon.
Peter and Nathan talk at the edge of the canyon.
Nathan flies away from Peter.