The is about the DeSoto Canyon, which is off the coast of Pensacola, FL. From what I could find in a quick scan it goes to a maximum depth of about 3,000 feet, which is at the lower limit of the mesopelagic zone. Some light does penetrate this deep and there are phytoplankton that live in the mesopelagic zone, but I do not know how deep.
I thought the canyons in the Gulf were something like that really deep one off of the Cayman Islands.