The Kunlun Mountains are a location in China that appear in the episode Fire in the Sky of Sly Cooper and the Thievius Raccoonus and in A Cold Alliance of Sly 3: Honor Among Thieves , serving as the bases for the Panda King and General Tsao, respectively.
Sly Cooper and the Thievius Raccoonus
During the events of Sly Cooper and the Thievius Raccoonus, the Panda King established a massive stronghold in the Kunlun Mountains, which he used to produce explosives and run his extortion business. If the small villages he "protected" didn't pay him, he would destroy them with his powerful fireworks, by creating avalanches that would bury the villages in snow. Sly Cooper traveled to the Kunlun Mountains to face the Panda King and retrieve the fourth part of the Thievius Raccoonus. Once he managed to infiltrate the stronghold, he confronted the Panda King. The two battled, and Sly emerged victorious. The stronghold was abandoned and the innocent villagers enjoyed some time of peace. That is, until General Tsao arrived.
Sly 3: Honor Among Thieves
The Panda King meditated there as a monk after he was defeated by Sly Cooper and his daughter Jing King was kidnapped by General Tsao. The Cooper Gang (consisting of Sly, Bentley, Murray, the Guru, and Penelope) needed a demolitions expert. They had seen the magnificent fiery art of the Panda King in Sly's earlier fight with him. Even though the Panda King was a huge factor in Conner Cooper's death when he worked with the Fiendish Five, the Cooper Gang mostly forgave past transgressions. Panda King said he would only join if Jing King was saved. General Tsao was forcing her to marry him somewhere in the Kunlun Mountains. They went to Tsao's fortress where he employed pig monks, guard tigers, and kung-fu monkeys as his infantry protecting his wedding citadel and his treasury. Bentley and Sly went undercover as Tsao's wedding assistants. Bentley was the wedding planner and Sly was the photographer. Penelope had discovered a signal in the cold waters in China, Murray had to investigate what it was, he found it was a chunk of ice resting in a bay. The ice was actually the Cooper Van, just frozen. This was a major discovery, the reason being that the only time they had seen the Cooper Van before was in Sly 2: Band of Thieves, where it was floating on a piece of ice. Jing King was later saved, Tsao's family temple was destroyed, then a Stone Dragon grabbed Penelope and was too rescued by Sly. The Panda King officially became a member of the Cooper Gang, soon heading to Blood Bath Bay.