Arkham is a fictional city in Massachusetts, USA. It was created by the writer H.P. Lovecraft as a location to base many of his stories. He appears to have based his descriptions of Arkham on the real-life Salem, often describing it as "witch-cursed" and "legend-haunted".
The city is known for its also-fictional Miskatonic University, as well as Arkham Sanitarium, which happens to be the inspiration for DC Comics' Arkham Asylum.