One of the most enjoyable things about writing my novels The Day After Yesterday and Ashes was creating the towns that are key settings in the books: Los Cielos and Haven Cove, respectively. They are places I wouldn't mind living in, let alone visiting.
I can think of many fictional places I'd love to visit... and a few I'd avoid like the plague. Let's tackle the ones I don't want to visit.
Leaving out the obvious dystopias (Oceania, Panem, Gilead), here are some places that I don't want to get any closer to (beyond the printed page):
Peaksville - from "It's a Good Life" by Jerome Bixby
It's never clear where Peakesville is. It used to be somewhere in the Midwest United States, but now it's literally in the middle of nowhere. That's thanks to Anthony Fremont, who either made the rest of the world disappear or took Peaksville somewhere else - no one knows. And it hardly matters, because the residents are trapped. Anthony has the power to do anything with his mind, and he combines unimaginable power with the no-limits mindset of a sociopathic child. In the story's opening pages he forces a rat to devour itself, and all the townsfolk have to be perpetually cheerful lest their true thoughts draw Anthony's wrath. The tale is best known as an excellent Twilight Zone adaptation, but the story is just as good and well worth seeking out.
Morgantown - from The Brave by Gregory McDonald
I've talked about The Brave before in my "Most Depressing Books" post, and no small reason for that book's depressing qualities is its setting. Morgantown is a shantytown in the American Southwest, perched on the edge of a dump that provides subsistence for the residents. The people who live there are society's castoffs, living without clean water or electricity. Even the government assistance has abandoned the town, which isn't on any official maps. Yet it's home to those who live there. It's a trap as well, easy to get into and difficult to get out of, and one man's desperate attempt to help those he loves escape may only make things worse.
Derry and Castle Rock - from numerous works by Stephen King
Evil clowns. Stranglers. Rabid dogs. Evil shopkeepers. I could go on and on. Chances are if you've read more than one book by King you've encountered these towns and you know what I'm talking about.
Mordor - from The Lord of the Rings by J. R. R. Tolkien
For about the first half of the Lord of the Rings saga, Mordor is just a distant name of dread. But once Frodo, Sam, and Gollum get to the Dead Marshes, things get real. Tolkien's descriptive language makes it clear what a hellish wasteland this place is, from the stinking marshes with their faces of the dead (a detail apparently inspired by Tolkien's World War 1 experiences) to the endless vistas of barren rock and ash, where even the memory of sunlight, water, and plants is forgotten. If Sauron gets the Ring back, all of Middle Earth will be like this - by experiencing Mordor with the characters, we realize just how high the stakes are.
The high rise apartments - High Rise by J. G. Ballard
The new high rise apartments outside London have everything its residents could want - restaurants, playgrounds, pools, gardens. Things start going wrong, first on a small scale - random (or are they?) power outages, territorial squabbles - escalating quickly. Before three months have gone the residents are engaged in full-scale warfare within the building. It's Lord of the Flies with all mod cons, and its closing pages will leave you very unsettled.