Middle-Earth
From Multiversal Omnipedia
In the world of Arda, Middle-Earth was the great continent where the lands of mortals- Men, elves, dwarves and others- were located. Only the western region of Middle-Earth (containing the Shire, Gondor, Rivendell, Rohan and Mordor among other locales) was well-known.
Comments
It is never made clear, perhaps deliberately, where the continent of Middle-Earth was located on Earth. Most likely, it was around Europe, but this is not certain.