Updated Nov 5
It is an island off the coast of China.
We see this with the Chinese military arriving during the uprising, although being told to leave by Karl Strand.
We also see this in the scenes with Arnold showing Dolores his house under construction on the mainland.
There are five parks on the same island. Emily travels from Raj World to WestWorld on horseback. There is apparently some kind of large desert area between the parks. Also, it seems that, getting from Sweetwater to the outer reaches of WestWorld takes at least a couple of days or more on horseback.
My guess is that it is that it may be an emptied-out future version of Taiwan.