It is first mentioned in Colosseum during a news broadcast at the start of the game. The canyon is apparently very concealing as the Team Snagem's hideout was only found as a result due to the explosion triggered by the player. Several members of the team were found hiding out in the canyon once the police found the hideout.
In Pokémon XD: Gale of Darkness, the canyon is still home to the Snagem Hideout, and is also not far from the Cipher Key Lair. Two travelers in the Outskirt Stand mention jogging out to Eclo Canyon and feeling like people were there, despite the canyon being officially declared abandoned, foreshadowing the fact that Team Snagem still uses the hideout as their base.
Despite being a named location, Eclo Canyon is never actually visited as a stand-alone area in any game it appears in. The only times the player can visit is when going to the Snagem Hideout.