I've played a couple of games that have locations I'll probably will never be able to forget.
One of them is Sunless Sea. Great game, but heavily focused on narrative. If you're not one for reading, stay away from it.
Now, in that game, every island is quite memorable. Every port you can go to has something unique to them. Nuncio, Mt. Palmerston, The Chapel Of Lights, Avid Horizon, Port Carnelian (Love this place)... However, there is one I'll never forget. One port that, when I arrived, the only thing I knew is that I was better off away from it. In the southeast corner of the world there is the Sea of Statues, where the Kingeater's Castle lies. One of the most ominous locations in the whole game, even more ominous than Irem, The Saviour's Rocks and Frostfound, and truly one of the darkest places you'll ever find. Eat your crew, sacrifice yourself to the Kingeater, turn away and never come back, lest you unleash the anger of the Kingeater.
It has been mentioned before, but I must mention it again, for it is the most astounding, breathtaking place in the whole game: The Ash Lake in Dark Souls, a glimpse of what the world was before the lords came into existence, what it was when the dragons governed it and where you find what is possibly the last dragon in the Dark Souls universe. Not to mention the soundtrack that, strangely, you'll only hear if when you enter the place, you look upwards. Honestly, even if you don't like Dark Souls, you have to admit Hidetaka Miyazaki nailed it with that detail, because it was my first impulse (and probably many other player's) to look up to the sky of that place.
And a personal favorite from possibly my favorite game, which is not Dark Souls as it may seem given that I kinda can't shut up about it a second. Still, a magnificent game.
Anyway. Let's talk about undoubtfully good games, shall we? Games that are ART. With capital letters. The PC version of Journey. A beautiful game with a unique form of gameplay, scenery, soundtrack and a unique art style. Let us talk about Transistor. One hell of a game. Enjoyable, peaceful, tranquil, but still featuring one of the most tense bossfights I've ever had. Even more so than half the bossfights in DS.
The Spine, that...unknown process, a gigant serpent able to numb the Transistor, which is supposed to have control over the process. The stage where it's found is not particularly remarkable, however, it's insides are. Truly amazing what was done in that game.
Honestly, tho: Sunless Sea? fricking good game. 100% reccomended. One of the best narratives I've seen in a videogame and I've played both Transistor and Bastion.