Other lands (Elegy Supplement)
From D&D Wiki
Sailors tell of strange lands found far across the seas, populated by even stranger folk. Of course, who believes sea stories? Everyone knows the world is flat and the gods will smite those who venture too far out to sea. Granted, the elves don't think so, but they're weird.
The Blistered Lands:
The land to the west of the dwarven kingdoms are largely unknown and unmapped. The last Orc War was held there, and at least one of the great demon wars. Most scholars believe vast areas of it to be uninhabitable by any civilized race. Few explorers who set out in that direction ever return, and those that do are usually loathe to talk about their findings, as if the memories of it are too unpleasant to bear thinking of. Even the dragons seem reluctant to travel too far into those lands.
The existence of and travel to other planes are well-documented. The transitive planes are used by magic users, with the exception of the Plane of Shadow. Those who travel too frequently there tend to change in ways that are less-than pleasant. Many believe that the spirit and power of Ovu the Un-Maker lies heavily on this plane. Some scholars even believe that these effects are beginning to manifest on the Astral Plane as well.
The Outer Planes are known of as well. It has been 430 years since a new plane has been officially discovered and recognized, most recent discoveries have been classified as stable demi-planes.