The Fantasy World on Stage 3 in Lotus Land Story
Under the mountains behind the Hakurei Shrine
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The world is known to be under the Lake of Blood, itself on a mountain behind the Hakurei Shrine. The place appears to have unusual, non-humanoid creatures, such as Evil Eyes and Electric orbs. The entrance has a red background that looks like rocks and further on there's darkness in resemblance to outer space. There are floating blue tiles making the shape of a pixelated diamond and various coloured small stars. Despite its space appearance, it's still possible to breathe. At the end of the world, there is Mugenkan that lies on the boundary of Gensokyo and the Fantasy World, a mansion owned by Yuuka Kazami and guarded by Elly.
There is no canon information that the World of Fantasies (幻夢界) in Story of Eastern Wonderland is the same world as the Fantasy World, or even the two being the same world as the Dream World in Legacy of Lunatic Kingdom from the Windows era. The kanji in these proper nouns are different, and that alone could suggest that they're different worlds. Also, another dream world has been said. Mugetsu has stated that this dream world was created by her. It's unknown if her dream world is the same or even connected to this dream world.
It's unknown if stage 6 of Lotus Land Story lies within the Fantasy World, or some other kind of world. The stage theme is "Dream Land" and the unused version is called "Border Land", so it is possible that it is in the Fantasy World, or in another world. Incidentally, it seems as if a human stays at where stage 6 is for a few hours, they will turn into a mist of atoms.
- Lotus Land Story