Great Catastrophe

The Great Catastrophe in Blood Blockade Battlefront is the premise indicator behind the entire pollen of Kekkai Sensen. Formerly in the synopsis the show states the city is based in New York City 3 years ago. From Episode 8, they explain that there's a "Hole." and somehow this event could have ended the entire world except for "Casters."

History
Three years ago in the unprecedented disaster known as the "Collapse of New York" a large hole opened up in the city's center that connected to another realm known as the "alterworld". Ever since, the world's attention has been focused on it as a hyper-abnormal city, mixing the alterworld and this world, and it is also said whoever controls this city will dominate for the next 1000 years.

The fog that is emitted from the hole envelops the entire city, making the entry from outside world difficult. Transit in and out from the outside world is conducted via the one remaining bridge.

Elaboration
This great barrier somehow is not entirely explained in the anime. The show in Episode 6 indicates major food chains somehow can supply their restaurants through the great barrier.

In episode 3 the show indicates there's passage ways threw unnatural means that we are to assume that gateways allow indirect travel through dimensions as there's a road leading to the Ponsei game.