In fictionland, some places just don't agree with the laws of physics, geography, and the way we understand the world. Eldritch Locations take many forms: Lost Worlds, Wonderlands ("Wonder" is not always a good thing), Strange Planets, Incomprehensible Voids (like the Primordial Chaos), Giant Skulls of Eldritch Abominations, the insides of Eldritch Abominations, Alternate Universes, ordinary-looking buildings... basically, wherever the author decides could use some weirdness.