It's nice to think of games in this way, remembering your favourite locations rather than the game as whole. It almost feels like remembering holidays / vacations you've been on, and makes you realise how important a good setting is for any game.
I could spend quite a while thinking of my favourites... and since I can't be arsed to do any work, I think I will.
- The world of Final Fantasy VII, particularly Midgar. Midgar itself occasionally comes across as a bit contrived thanks to the ramblings of its residents, but there are some really beautiful shots here and there and it provides the perfect starting point from which to escape out into the world.
- Shibuya from Jet Set Radio. Bright, loud, effortlessly cool and well-laid out for grinding around.
- The small town down the road from your house from Shenmue I. The narrow streets, telephone lines, and gacha gacha machines just made you feel like you were wandering around in Japan. As someone who has actually lived in an Osaka suburb, I can tell you that it's a pretty accurate rendition. Apart from the sailors.
- Hell's Kitchen from Deus Ex. Good call guys, I agree that it's one of the more evocative cyberpunk settings ever described in a game. Still full of life despite appearing grimy, desolate and burnt-out, with hidden passages concealing well-protected secret organisations and paranoid individuals.
- Select Meadow from We Love Katamari. Delightfully silly, I laughed out loud as I walked across each screen and heard all the people calling out to me.
- Rapture. Not much more needs to be said.
- The castle from Ico. Very few games have made me feel so hopelessly lost and alone. The epic scale of the castle, with its howling winds and dizzying towers, made me feel like I might never escape. Part of me didn't even care, however, and sometimes I was content to just wander around gazing at the architecture.
- The rooftops of Mirror's Edge. I've never seen anything like them, not in a game at least. I love the bright, clean colour palette, the perfect azure sky, and the feeling of flowing between objects, it's just wonderful.