The warm and dry winds that blow down the steep valleys in Japan are called "Yamo". It is important to understand the characteristics of each option to assess why the correct answer is provided as option 2.

Option 1, "Zonda," is not applicable in the context of Japan as it is a warm, dry wind that occurs in the Andes Mountains of Argentina.

Option 3, "Tramontane," is a strong and cold wind that blows from the north or northwest in the Mediterranean region. This wind does not fit the description of warm and dry winds in Japan.

Option 4, "Santa Ana," is a wind that occurs in Southern California. It is a hot, dry wind that blows from the inland deserts towards the coastal areas. Again, this wind does not align with the warm and dry winds in Japan.

Based on the elimination process, option 2, "Yamo," remains as the most appropriate answer. It is the warm and dry wind that blows down the steep valleys in Japan.