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It does raise some interesting questions. Why did the Colorado carve such a huge canyon, but the Amazon and the Nile haven't?

Once rivers that flow over rock, like the Colorado, cut a groove, they naturally stay in it. Eventually they dig down towards sea level. How deep the canyon is depends on water flow, rock hardness and how old the river is.

Until man started to force themn to stay within their banks, rivers through soft soil moved around, creating and then cutting off horseshoe bends, thus the current course of the river is never more than a few hundred years old.
The mouths of the rivers also move around.
The Mississippi moved back and forth over a 100 mile stretch of coast, until we stopped it. In the last 300 years, the mouth has moved 50 miles South out past what was the coast.

So9

When I studied geology at LSU (just one course) I was told that the Mississippi had once had a much deeper and wider canyon than the Grand Canyon, but had filled it up with alluvial deposits over time. Thus, there was no rock to be found quite a ways down - can't remember how far. Just mud.

It certainly has whipped around over time. You can see traces of where it used to be, oxbow lakes, they call them. False River is one. My great-great (can't remember how many greats) grandfather's grave in Pointe Coupee Parish is under water from when the river cut through a town that used to be on the river. He served on the American side during the American Revolution so this was a while ago.

If you are ever around there, pay a visit to the Old River Locks. The Mississippi river wants to go through the RAtchafalya Basin now, and I expect it will, one of these days, leaving everything down river, Baton Rouge, New Orleans, all the refineries and petrochemical plants, high and dry.

There is a bridge you can walk out on and see the power of the water. It is an awesome sight. Terrifying to think of the power of the river. Yet, when I was a child, my father used to take us water skiing on it. Looking back on that I think he was not totally sane. Used to put me on the handlebars of his motorcycle, too, which proves the lack of sanity. But people did stuff like that back then.