Such structure could be called a Canyon.
Ridge
A Canyon
the river running through rock wear it down into deep valley with the steep sides what is it called
Canyon
A narrow valley is a V-shaped valley, or river valley. A narrow valley has steep sloped sides that look like the letter V. They are formed by a strong stream.
A deep valley with steep sides would be called a gorge or canyon.
A rift valley has steep narrow sides and a flat floor. A rift valley forms where the Earth's crust is spreading or splitting apart.
a deep, steep-sided, narrow river valley
Valley
That could be a ravine or a gully
A 'hanging valley' is a valley which is cut across by a river flowing in a deeper valley.
A canyon or chasm
A V shaped valley, over time the river erodes downwards causing a channel, then the rocks at the sides collapse in because they have nothing supporting them causing a valley with steep sides