The World of Steel is a realm in Fire Emblem Heroes.
The World of Steel is an alternative reality separate from Zenith. It is the home world of the summoner of Askr, Kiran. The World of Steel is heavily implied to be based on the real world, but separate from the characters who come from Tokyo Mirage Sessions ♯FE. Many of the Heroes marvel at Kiran's descriptions of the World of Steel, mentioning the stark difference in technology, namely the existence of skyscrapers and cars. Even the Breidablik is mentioned to be similar to other weapons from their world that resemble none from the other worlds of the Heroes cast.
In Book IV, Chapter 12-1, Peony says that the World of Steel is a gray world where humans have given up their ability to dream in return for living in extreme comfort, and that no alfar who goes there can live.