**Core Concept**
The question is testing the knowledge of the anatomical fascial layers surrounding the rectum and the coccyx. In the pelvic region, fascial layers play a crucial role in separating and supporting various structures, including the rectum and the coccyx.

**Why the Correct Answer is Right**
The correct answer is fascia of Walckenäer, which is a thin, fibrous layer that separates the rectum from the coccyx. This fascia is part of the pelvic fascia and is essential for maintaining the normal anatomy of the pelvic floor. The fascia of Walckenäer is a crucial landmark for surgeons and anatomists studying the pelvic region.

**Why Each Wrong Option is Incorrect**
* **Option A:** The fascia of Denonvilliers is actually the fascial layer that separates the prostate gland from the rectum, not the rectum from the coccyx.
* **Option B:** The fascia propria of the rectum is the layer that surrounds the rectal wall, but it does not separate the rectum from the coccyx.
* **Option C:** The fascia of the pelvis is a broad term that refers to the entire fascial layer surrounding the pelvic organs, but it is not specific to the separation between the rectum and the coccyx.

**Clinical Pearl / High-Yield Fact**
The fascia of Walckenäer is an important landmark for surgeons performing rectal surgery, as it helps to identify the correct plane of dissection and avoid damaging surrounding structures.

**Correct Answer:** D. Fascia of Walckenäer.