The World That Never Was is a world that exists in nothingness, and also acts as the Organization's stronghold. Roxas receives missions and departs from this world to carry them out, but always returns when he is finished.

Easily the world Roxas visits the most, outside of The World That Never Was. His first set of missions brings Roxas to this world many times, and after each one is completed, he meets his friends, Axel and eventually Xion, for sea salt ice cream atop the local train station tower.

Agrabah is a desert city with busy streets and many secrets. Out in the sands, there is a mysterious Cave of Wonders, which holds vast treasures. Roxas comes here to complete his assigned missions, often alongside Xigbar.

Beast's Castle is ... well, a castle owned by a beast. Roxas frequently visits this world with Xaldin to complete his missions. Xaldin has taken a particular interest in the happenings of this world, and specifically, in the Beast himself.

Olympus Coliseum holds tournaments meant to test a warrior's strength.
Roxas competes in the games, often alongside Demyx, to carry out his missions.

Halloween Town is a spooky world that Roxas often visits alone during his missions. Little does he know, Jack Skellington, the resident "Pumpkin King", is using Roxas and his actions as inspiration for this year's Halloween celebration!

Wonderland is a strange world filled with twisting hedge-mazes and topsy-turvy rooms. Roxas frequents this world with the help of Luxord to accomplish his assigned missions.

Neverland is a series of islands not easily navigated on foot. Luckily, Roxas befriends Tinker Bell, who helps him learn to fly! Roxas brings Axel to this world on several missions, after Axel insists he doesn't believe Roxas is able to fly.