
The Dark Castle of the title refers to the fortress at Khara-khoto, which was a main center of the Tangut state. The Castle has legendary status amongst the local people, who fear to go there, but the crew find some guides and trek across the desert on camels.
The Silk Road Series 3/16: The Art-gallery in the Desert

This episode focuses on the magnificent Mo-gao caves at Dun-huang in the Gobi desert. In this complex, there are 500 caves and over 3,000 statues and murals. It is counted as the longest art gallery in the world.