The Scourge is a river in Dorne. It flows from west to east and meets the Vaith in a mountainous area, the two rivers combining to form the Greenblood, which runs all the way east to the Summer Sea. The Scourge is one of the principal waterways of Dorne.
In the books
In the Song of Ice and Fire novels the Scourge is in the same location. Based on the maps in the book, the Scourge appears to somehow flow out of open desert. However, based on text descriptions that the river meets the Vaith in nearby (unmarked) mountains, it is possible that the Scourge in fact flows out of an upland area unmarked on the maps.