Shangri-La
Atlantis
Kitezh, a Russian lost city Kitezh - Wikipedia, the free encyclopedia. Many countries in Europe have a variation of this story.

It is said that only those who are pure in their heart and soul will find their way to Kitezh (ironically, the road to the lake is still called "Батыева тропа", or the Path of Batu). It is also said that in calm weather one can sometimes hear the wailing sound of chiming bells and people singing from under the waters of the Lake Svetloyar. Some people say that the most pious individuals may actually see the lights of religious processions (called "крестный ход") and even buildings on the bottom of the lake. This is why the Lake Svetloyar is sometimes called the "Russian Atlantis".
Blåkulla - a Swedish mythical island that according to legend witches congreate at. It actually exists, and it is rather mysterious.