The Hornburg:

A Fortress in Rohan, probably built by the Men of Gondor, the Hornburg was a refuge in times of war. Untill the War of the Ring, the Hornburg had never yet fallen to an enemy, and it did not even then, though it was a close call, and only due to the Huorns and the Men of Erkenbrand. I do not know if it ever fell after the War of the Ring, though I think not.

Helm's Deep:

The region surrounding the fortress of the Hornburg. The Glittering Caves of Aglarond were a part of the defensive complex that made up Helm's Deep.

The Houses of Healing:

Located in Minas Tirith, the Houses of Healing were in the sixth circle, on the southern side. This is where Merry, Faramir and Éowyn were cured from their encounters with the Witch-King.

Henneth Annûn:

One of the hidden refuges built by the Rangers of Ithilien after the region became the target of raids and troop movements by Sauron. This is where Frodo and Sam stayed the night after meeting Faramir. The most spectacular feature of the caves was that the setting sun and the moon could shine through the waterfall in such a way as to produce spectacular effects. It was sometimes called the "Window on the Sunset".

Hobbiton:

A town in the Shire, Hobbiton was the location of Bag-End.

The Hobbit
The Lord of the Rings
The Silmarillion
The Complete Guide to Middle-Earth by Robert Foster
The Unfinished Tales