Where is Illusion of Gaia set?

1993 video game

Illusion of Gaia (1993): 5 real places Wikidata records as its setting in Cambodia, China, Egypt, Peru, Iraq. Where the game takes place, not where it was made: a game is filmed nowhere, so this is the only kind of location it has.

See them on the map → Wikipedia Source data

Where it is set

Also per Czech Wikipedia's Herní lokace section

Czech Wikipedia’s Herní lokace section names 3 more places. Each links to the sentence that says so.

Filmed in the same places

Set in the same places

More set in Cambodia