Desert Province

The fifth province in Twilight Princess, it is accessible only by first going to Telma's Bar in Castle Town. After you have received her letter, check the map for Auru's location, and talk with him, answering yes to his question, and you will receive Auru's Memo. Show it to Fyer at the cannon in Lake Hylia so you can take the Oasis Flight for free to the Desert Province. It should be noted that you can only go for free the first time, and you have to pay a fee all other times.

This province consists entirely of the Gerudo Desert. It is home to the Arbiter's Grounds and the Mirror Chamber, through which you can enter the Twilight Realm. The Cave of Ordeals is located here as well, at the Gerudo Mesa; it is accessible after you remove and replace the missing middle segment of the Bridge of Eldin that was removed after crossing the bridge in order to go to Lanayru Province for the first time, and this missing piece blocks the entrance to the cave. One of the six Owl Statues is also found in this province.

Trivia

 * This province, along with Eldin Province's Hyrule Field, is the only area in Twilight Princess you can find Bullbos in.