Rhodes Island does not exist.

The Doctor is trapped in a twisted, tall building called Rhodes Island.
Countless oddities filled the cracks of this building, squeezing out and stripping away all common sense, driving it out of the world.
He tried to escape from here, but failed repeatedly.
All that accompanied him were base fears, a helpless soul, and a disturbing woman.
A rational person will witness the full extent of fear, and only by going completely insane can one avoid being overwhelmed by it.
So, when you face fear, do you want to be a wise man or a madman?
-
Some of the settings are based on other works.