The incomprehensible installation (if that's what it is) in Algis Budrys's novella "Rogue Moon," which is in one of the SF Hall of Fame anthologies edited by Ben Bova.
The Green Chapel in the medieval poem Sir Gawain and the Green Knight. (The movie sounds like rubbish.)
Malory's Camelot.
The Flying Island of Laputa in Gulliver's Travels.
The dark tower to which Childe Roland came in Robert Browning's poem; also the dark tower in C. S. Lewis's fragmentary novel.
The lost city of Kor in Rider Haggard's She, and the ruins of Charn in The Magician's Nephew by C. S. Lewis.
I agree with the person who nominated Rivendell in 2007: "a refuge for the weary and oppressed, and a treasury of good counsel and wise lore." May many of our households be Rivendells.
The house on the borderland in William Hope Hodgson's novel of the same name.
The household of St. Anne's, and its evil counterpart at Belbury, in C. S. Lewis's That Hideous Strength.
The vast structure in Susanna Clarke's Piranesi.