The Hinterlands

FullSchool — The Hinterlands in the TV series, showing Prufrock.

The Hinterlands comprise a large area of desert located somewhere outside The City, famous for its magnificent blue sunsets.^[1] The Baudelaires had planned to visit the area at some point with their parents, but their plans were interrupted when their house burned down, their parents were killed, and the children were sent to live with Count Olaf.^[1]^[2] The Violet, Klaus, and Sunny do eventually end up in the Hinterlands, as it is the book series' main setting from The Hostile Hospital to The Slippery Slope, though of course their parents are not with them.^[1]

A story in Lemony Snicket: The Unauthorized Autobiography mentions the Hinterlands.^[3]

Locations

Caligari Carnival - The hinterlands are home to the Caligari Carnival, the only attraction in the area and a V.F.D. safe place, home to the current Madame Lulu. The carnival is at the end of the Rarely Ridden Road and was burnt down at the end of The Carnivorous Carnival by Count Olaf and his troupe.
Village of Fowl Devotees - One of the Baudelaires' collective guardians, the village of V.F.D. is a remote one, whose members are obsessed with crows and rules. Despite its initialism, the village has no known connection to the real V.F.D..
Last Chance General Store - A general store. Since a general store with the same name appears in the film's train scene, it is implied the scene is set in the hinterlands.
Heimlich Hospital - A half-built hospital which is burned during the events of The Hostile Hospitalby Count Olaf and his troupe.
Prufrock Preparatory School (possibly) - A boarding school which may be located in the hinterlands, as it's depicted being in the middle of nowhere in the TV series. This is supported by the Land of Districts map which shows Prufrock to the left, or possibly part of, the Hinterlands area.