Gate of the Gods
The Gate of the Gods is one of the seven huge gates that surround the huge walls of King's Landing. There are detailed carvings on the gatehouse and over the portcullis with eyes that seem to follow you as you enter the gates. The gatehouse has a windowless guard room. It is at the western corner of the wall. The Kingsroad enters King's Landing from the North at the Gate of the Gods.
In the reign of Maegor I Targaryen, Maegor had his own wife and queen, Alys Harroway, tortured to death and executed. Following her death, Alys's body was cut into seven parts and mounted on spikes above each of the seven gates of the city, one of which was above the Gate of the Gods. 
A Feast for Crows
The procession returning Tywin Lannister's body to Casterly Rock leaves King's Landing through the Gate of the Gods. Jaime Lannister feels it would have been more fitting and appropriate if they left via the Lion Gate instead.