Ravenloft is common knowledge among Sigil's bloods, and many a cutter has heard of it, too. They know what it is, where it is, what goes on in there, and why you never want to wind up there. My character and his associate happen to be a pair of primes-turned-planewalkers, and have undoubtedly heard of it, but out of respect for the atmosphere, (especially because just about everything else I do is a giant slap in the face of gothic horror) Rick hasn't mentioned that fact. Chances are I never will (selective amnesia?), but should I ever, it will probably be along the lines of, "Oh, crap. This is Ravenloft. We are so pantsed."
I will then become an NPC farmer, because really, once you know you are doomed, there's no use fighting it.