The Territories (first appeared in The Talisman)

The Territories are a strange fantasy land which is set in a universe parallel to that of Jack Sawyer's America.

The Territories is mentioned in the following books:

The Dark Tower III: The Waste Lands (Aug 1991)

Calvin Tower mentions The Territories (as in, Brooklyn?) while he's negotiating with Jake for the Charlie the Choo-Choo book.

“Seven bucks and it’s yours. Plus tax, of course. The riddle book you can have for free. Consider it my gift to a boy wise enough to saddle up and light out for the territories on the last real day of spring.”
- Book 1 / Part II / Chapter 13

The Green Mile (Mar 1996)

When Paul and the gang are bringing John Coffey back to the prison after healing Melinda, Paul is surprised to see that John hasn't made a break for it and says he thought he would have lit out for the Territories (a reference to the parallel universe of Jack Sawyer).

I thought that he would be gone, that he’d spat out the bugs as soon as he saw he was unguarded, and had then just lit out for the Territories.
- Part Five / Chapter 7