The Abyss: a vast and dark emptiness that lies beyond all worlds.  Devoid of all living matter, the Abyss acts as a vacuum for Dust, drawing it in and destroying it.  Lyra and her entourage must travel the edge of the abyss between the world of the Dead and the Living.

Bolvangar: station created by the Oblation Board to the north where they experiment on children.

Cittágaze:
a haunted city, inhabited by Specters, in the world where Will and Lyra first meet. Cittágaze means, "city of magpies" named for the birds that steal their food, just as the city's occupants have been stealing from other worlds for centuries.

The Clouded Mountain:
(the Chariot) the Authority's palace, it does not remain in a fixed location but instead moves as the Authority pleases.

Jordan College: a prosperous college in Lyra's Oxford that is a center of experimental theology.

Kingdom of Heaven: the world where the Authority and Metatron reign.  Lord Asriel and his allies hope to establish a Republic of Heaven.

Svalbard: a cold, rugged Northern region inhabited by armored bears.

Torre degli Angeli:
the "Tower of Angels" in Cittágaze, houses the Philosophers Guild, the keepers of the Subtle Knife.
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Phillip Pullman