There are several locations (usually refered to as quarters in the second installment) in the Shenmue universe.
Pages in category "Locations"
“ China is a country and the setting of Shenmue II and Shenmue III. Areas Hong Kong (city), Guilin
“ Choubu (鸟舞) is a location set to appear in Shenmue III. According to an official Kickstarter...