This page lists the real-world locations and references from the ZBS material. I've probably missed some, so help is appreciated.

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Africa

Morocco

Tangier, Marrakesh, and Atlas Mountains

• Moon Over Morocco

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Asia

India

Dehli, Bombay, Mysore

• Dreams of India

various

• O Boy O Boy O
• The Taj Express
• The Taj Express (CD)

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Europe

United Kingdom

various, including London

• The Wee Weaver: A Little Frieda Mystery

London

• The Fourth Tower of Inverness (mention)
• Stars and Stuff ("The Cheesemen of Mars")

The Institute

• The Ah-Ha Phenomena

Various Locations

• Lady Windermere's Brass Fantabulous

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North America

Belize

San Pedro, Ambergis Key

• The Mystery of Jaguar Reef
• Dreams of Tiffany Blue
• The Secret of the Crystal Maidens

Canada

Montreal

• Recipe for Murder, Parts One and Two
• Somewhere Next Door to Reality

Quebec City

• The Eye of Van Gogh

Carribean

Key Milagro, aka Key Milagua aka Key MiDiablo

• Tropical Hot Dog Night

Key Micha, aka Key MiKando

• Tropical Hot Dog Night

St. Alicia

• The White Castle

Costa Rica (various)

• Dreams of the Blue Morpho

Mexico

San Miguel

• Orchids & Moonbeams - the episode references the airport in San Miguel and that it is near an ocean beach on the Carribean. However, San Miguel, Mexico, is inland.
• The Ghost Islands - this takes place in the coastal city of San Miguel. It may be on an island in the Caribbean. It is implied that it is a different San Miguel that the previous adventure.

USA

Tuscon, Arizona

• Stars and Stuff ("The Tongue That Licked Tuscon")

San Francisco, California

• Moon Over Morocco (mention)
• Stars and Stuff ("Wino Wilie and the Dream Juice")

New Orleans, Louisiana

• Do That in Real Life?
• Mumbo Jumbo
• A Streetcar Named "Le Petit Lafitte"

Maine

• The Mist

Maryland

• Sticks, The Bleeding Man & Saturday Night at the White Woman Watching Hole

Michigan

• Moon Over Morocco (mention)
• Stars and Stuff ("Bobby Bonecutter Vs. the Pink Pearl Erasers")
• Stars and Stuff ("Come Back, Duke of Earl")

New England

• The Wee Weaver: A Little Frieda Mystery

New Mexico

• The Land of Enchantment

New York City, New York

• The Case of the Disappearing Witch: A Little Frieda Mystery
• Do That in Real Life?
• Dreams of India
• Dreams of the Amazon
• Even More! Two Minute Film Noir (assumed)
• 4 Minute Film Noir (assumed)
• Midnight at the Casa Luna Part One
• Midnight at the Casa Luna Part Two: The Hungry Ghosts
• More! 2 Minute Film Noir - "Joe & Moe" (assumed)
• Mumbo Jumbo
• Somewhere Next Door to Reality
• Two Minute Film Noir (assumed)

Saratoga Springs, New York

• The Best of Saratoga Springs
• Fat Cats
• Fat Cats 2: "All the Cats Meow"
• Recipe for Murder, Parts One and Two
• Saratoga Springs

Inverness, probably near Saratoga Springs, New York

Initially, it was not clear whether Inverness is intended to be in the US or Scotland. Return to Inverness implied and Steam Dreamers of Inverness confirmed that it is in upstate New York (apologies if I'm using the wrong term) most likely near Saratogy Springs. Surprise, surprise.

• The Fourth Tower of Inverness
• Moon Over Morocco
• Return to Inverness
• These start off at Inverness:
  • Dreams of the Blue Morpho
  • Somewhere Next Door to Reality
  • Do That in Real Life?
  • The Eye of Van Gogh
  • Do Angels Really Have Wings?
• Steam Dreamers of Inverness
• Steam Dreamers of Inverness Part Two
• Steam Dreamers of Inverness Part Three
• Steam Dreamers of Inverness Part Four

• The Green Velvet Chair
• League of the Green Velvet Chairs

Philadelphia, Pennsylvania

• Dreams of Rio (mention)
• The Incredible Adventures of Jack Flanders (mention)
• Mojo's Vest Pocket Adventures

Appalachia

• The Insiders' Lounge
• Stars and Stuff ("The Flatback Dragon, or, Oh Those China Nights")

Southwest

• The Ah-Ha Phenomena
• Ol' Cactus Kapoor and Other Prickly Tales
• Sticks, The Bleeding Man & Saturday Night at the White Woman Watching Hole

Jack's house in suburbia

• The Incredible Adventures of Jack Flanders

unspecified mall

• Dreams of Rio

unspecified suburbia

• Stars and Stuff ("The Thing That Ate Aunt Sophie")

unspecified northern city

• Dreams of Tiffany Blue

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Oceania

Bali

• Dreams of Bali
• Dreams of Sumatra (presumed location at start)
• Midnight at the Casa Luna Part One
• Midnight at the Casa Luna Part Two: The Hungry Ghosts

Sumatra

• Dreams of Sumatra

some South Pacific island

• Ol' Cactus Kapoor and Other Prickly Tales

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South America

Brazil

Amazon basin, Rio de Janeiro

• Dreams of Rio
• Dreams of the Amazon

Belem, Manaus, Salvadore

• Dreams of Rio