What's in the Den of the Fallen?
It is a random spawn in the Weeping Hollow zone. Whenever Diablo 3 generates a zone it populates it with the appropriate scenery plus a certain number of events and/or dungeons. The Den of the Fallen is one of these - a two level dungeon, generally with a selection of rare monsters, champion packs or Resplendent Chests on the second level.
To return to it, you will need to explore the Weeping Hollow repeatedly until it spawns again.