Diablo III is still set in Sanctuary, but has a very wide variety of locations to explore. This agrees with the trend in each game. Diablo I focused on only one town while Diablo II allowed players to explore five different environments, but still had only one town from each locale. Diablo III seems to let the player explore almost the entirety of Sanctuary. At the moment, many locations, most of them as yet unseen in-game, have been released as either concept art or as official lore.
The first and almost staple in every Diablo game is the town of Tristram, where Diablo I was set. It appears in a new avatar as New Tristram. Old Tristram still has the Cathedral which is speculated to be an explorable dungeon in the final release of the game.
The second and third ones seen were in the Diablo III cinematic trailer - Caldeum and Ureh. Caldeum is speculated to be present because of its importance in the game lore as the reason for the corruption in Aranoch. It may also be noted that Caldeum is the home of the, now supposedly deceased, author turned explorer, Abd al-Hazir.
The Lost City of Ureh is seen in the cinematic trailer exactly as it is described in the Sin War novels. This has led to much speculation regarding the player meeting Zayl the Necromancer. It was confirmed to be Ureh in a concept art released by Blizzard after a few weeks of the release of the cinematic trailer.
Other locations include the newly formed Arreat Crater which was where the Demonic Legion was supposed to start its invasion and the much speculated upon Xiansai, the home of the female Wizard.
