A lot of the tales take place in cities and castles, but a good deal of the action also occurs in non-civilized places. Where does Little Red Cap talk to the wolf, which leads to digestion problems for all involved? The forest. Where does Snow White get dropped off by the hunter who's supposed to kill her? The woods. Where does Rapunzel wander once the sorceress kicks her out? The desert. You get the idea.
While we don't always get a description of how a forest or landscape looks, it often feels the way a character feels. So, when Snow White is left in the forest, here's how it's described: "Meanwhile, the poor child was all alone in the huge forest. When she looked at all the leaves on the trees, she was petrified and did not know what to do. Then she began to run, and she ran over sharp stones and through thornbushes. Wild beasts darted by her at times, but they did not harm her" (Snow White.182). Yeah, she's lonely all right, and the wild beasts aren't helping.
Sometimes the wilderness is a place not only of potential danger or refuge, but also of empowerment. When the prince in "Iron Hans" releases the wild man and accompanies him into the forest, Iron Hans nurtures him and then tells him to go off on his own. Every time the prince needs something, Iron Hans emerges from the forest with some rockin' armor and stuff for the prince.
In "Saint Joseph in the Forest," the heroine meets the saint…in the forest. Good things happen for her, and bad things happen for her nasty eldest sister. This reinforces the idea that what you bring into the wild influences your experience of it. Kind of like when Luke Skywalker goes into a cave during his Jedi training and fights an imaginary Darth Vader…who turns out to be himself. The lesson here is that if you're headed into the wilds, it's best to get some therapy first.