In Norse mythos, there are three realms which are contained within the three roots of Yggdrasil, the giant tree ("The World Tree"). The tree acts to hold the three realms together and to hold them in place. Within the three realms are the Nine Worlds. All of the deities and mortal races reside within these worlds: the Aesir, Vanir and light elves have worlds (Alfs) in the top realm, the giants, dwarfs, dark elves and mortal man have worlds in the middle realm, and the damned reside in the lower realm. Ratatosk, a squirrel, ran up and down the tree, delivering messages between the worlds.

Though the geography is oftentimes unclear or unstated, it is within the various realms and worlds that the halls of the gods are located. They are:

Bilskirnir - Thor's Hall
meaning "Lightning"
Thor built his hall in the land called Trudvang (Thruthheim). The structure has 540 halls and is the largest building ever built in any of the Nine Worlds.

Breiðblikk - Baldur's Hall
meaning "Broadview"
No evil could enter the home of Baldur.

Fensilar - Frigga's Hall
meaning "Halls of Water" or "fenlands"

Folkvang - Freya's Hall
meaning "Field of warriors" or "Field of folk"
In Folkvang there are nine castles. Freya, as one of the Valkyrs (choosers of the slain), brings her share of the slain warriors to her hall, Sessrumnir, "the many seated" where love songs are always playing. In the hall, the dead are catered to by faithful wives and women who died before marriage.

Gladsheim - Odin's Hall
meaning "The Shining-Home" or "Place of Joy"
The home of the father of the gods, Gladsheim is located in Asgard, situated on the plain of Ida. It is the inner citadel or sanctuary of Asgard. Odin rules over the hall, but each of the twelve main gods also has a seat there. Valhalla (the hall of the warriors killed in battle) is located within the hall.

Glitnir - Forseti's Hall
meaning "Hall of Splendor"
This hall, the home of the god of justice, serves as a court where all legal disputes were settled. It has a roof made of silver that was supported by pillars of shining red gold.

Helheim - Hel's (Hella) Hall
meaning "House of Hel"
Ruled by Hel, the daughter of Loki, the hall itself is called Eljudnir, home of the dead, and is located in Niflheim (one of the Nine Worlds, though sometimes Helheim and Niflheim are considered the same place). The entrance is guarded by Garm, a monstrous hound, and Modgud. It is cold and dark, with wind caused by the giant Hraesvelg (the corpse-eater) who sits at the edge of the world. No one can leave Helheim because the impassible river Gjoll flows from Hvergelmir and surrounds the hall. Even the gods are trapped if they enter. Those mortals who die of old age or sickness (and not in battle), or who do not worship a specific deity, go to Helheim after death.

HimminbjorgHeimdal's Hall
meaning "Heaven hall"

Landvidi - Vidar's Hall
meaning "Broad Land" or "White Land"
This spacious hall is overgrown with branches and high grass.

Noatun - Njord’s Hall
meaning "shipyard"
It is at Noatun that Njord lives in a seaside palace.

Sokkvabekk - Saga's Hall
meaning "Sunken Benches"
This is the abode of the "stream of time and events". Saga, the goddess of history, makes her home in Sokkvabaekk, and she and Odin drink there every day. It is here that she sings of gods and heroes.

Thrymheim - Skadi's Hall
meaning "House of Uproar" of "Thunder-home"
This hall is located in a mountain range in Jotunheim, the land of the giants, in Midgard. Separated from Asgard by the unfreezing river Iving, Skadi’s home lies in the snowy regions on the shore of the ocean.

Valaskjalf - Vali's Hall
meaning "Halls of Silver" or "Shelf of the Slain"
This hall is the palace of Vali, though it has also been called Odin’s hall in Asgard where his throne Hlidskjalf is located, from which he observes the Nine Worlds.

Vingol - Hall of the Goddesses
All of the abodes of the goddesses are located here.

Ydalir - Uller's Hall meaning "Yew Dales" or "Valley of Yews"
In this hall grew yew trees which supplied the wood for the archer-god Uller who preferred the flexible wood for his bows. He also made his home in the hall.

Sources:
http://www.pantheon.org/areas/mythology/
http://www.cybercomm.net/~grandpa/mythlogya.html
http://www.ugcs.caltech.edu/~cherryne/myth.cgi/Figures.html