The first part of the novel is set in the academic world of Oxford, a university which is made up of a group of colleges. Oxford is a real, famously awesome university. It's got colleges like Balliol, Magdalen, and St. Cross, but sadly there's no Jordan College. Chapter 3 gives us a great description of Lyra's Oxford and Jordan College in all of its "jumbled and squalid grandeur" (3.1). Very much like the real-world Oxford, the surrounding town is defined by scholarship and university life. In the book it's the center of "experimental theology" (3.3).
Besides scholarship, Lyra's Oxford is a world of power and politics. We see Lord Asriel, for example, attempting to manipulate the scholars of the college in the very first chapter of the book.
Most important, though, Oxford is Lyra's home and represents her childhood and innocence. She spends most of her time exploring the rooftops, having adventures in the catacombs, waging wars against the children of the town, and generally making fun mischief. But we get the distinct feeling that Oxford is changing, becoming darker. As a result, Lyra must change too. As the narrator notes:
This was her world. She wanted it to stay the same forever and ever, but it was changing around her, for someone out there was stealing children. (3.274)
The second third of the novel moves to the Gobbler headquarters, a compound known as Bolvangar. It's a medical facility run by Mrs. Coulter and the General Oblation Board, located in the North. Lyra and the gyptians travel here to attempt to rescue Roger and the captured gyptian children.
As we learn from the goose daemon in Chapter 11, Bolvangar means "fields of evil" (11.40). Seems like a good name for a concentration camp where children are taken to be severed from their daemons. Working at the facility are a bunch of nurses and doctors, many of whom have had their daemons severed. The staff is disorganized, and Lyra and her friends are able to dupe them and hatch a plan to set the children free.
Bolvangar dramatizes what philosopher Hannah Arendt called the "banality of evil." Despite the atrocities committed there, the facility is run by a bunch of bland flunkies.
Svalbard is the home of Iorek and the armored bears known as panserbjørne. Located in the middle of nowhere, even further North than Bolvangar, Svalbard is all snow and ice. The current ruler is the bad bear king Iofur, who, with the scheming Mrs. Coulter's help, banished the rightful king, Iorek.
Lyra and her friends travel to this area with the help of Lee Scoresby and his hot air balloon. Svalbard is the site of the novel's final section, in which Iorek reclaims his throne and Lyra finally meets with her father. Svalbard is where Lord Asriel is being held prisoner and where he, Lyra, and Pan cross the bridge to the other world.