Step 1: Understanding the phrase 'Sorrow of Bengal'.
The Damodar river in India is historically known as the "Sorrow of Bengal" due to its frequent devastating floods that used to cause massive destruction in Bengal before the construction of dams and barrages.
Step 2: Analyzing the options.
(A) Kosi: Known as the 'Sorrow of Bihar', not Bengal.
(B) Ganga: Considered a holy river, not associated with the title "Sorrow of Bengal".
(C) Damodar: Correct — It has caused frequent flooding in Bengal, earning the name "Sorrow of Bengal".
(D) Gandak: Does not hold this historical association.
Step 3: Conclusion.
The correct answer is (C) Damodar, as it is historically known as the 'Sorrow of Bengal'.