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Land of Departure / Castle Oblivion
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Okay, first you may be wondering why did I put these two worlds into one area? Well, to be perfectly honest, they are the SAME world. A spell Master Eraqus laid on his castle and the land took effect when Aqua sealed the Keyhole to that world, to prevent anyone from interfering or using that world for wrongdoing.
That is why Castle Oblivion now resides there, as a way for people seeking to find a purpose for the castle lose their sense of self until they are in complete Oblivion.
Okay, now for the summary.

Summary - Castle Obivion

Okay, so Castle Oblivion was originally created to preserve the world it once was purely, so no one entering the castle could really harm it or anyone in it, because they would just go insane.
As well, Castle Oblivion is indeed the place where the Room of Awakening resides, where like the Room of Sleep, has the warrior's symbols instead of Nobody symbols along the walls with chain designs going along from the symbols, down the walls and along the floor to middle where a chair rests, where Ven's uninhabited body sleeps.
It is said that only Aqua, who brought upon Castle Oblivion's existence, is the one who can unlock all of its secrets. That's why no one in KH Days could find the chamber that Xemnas (with Terra's memories at the time) was desperately searching for.
He kept Aqua's armour within the Chamber of Sleep, which he created, as a safe haven only he had access to.
So, naturally, Xemnas already had a suspicion of such a new chamber, the Chamber of Awakening, concluding that Ven was within it, and it was in Castle Oblivion.
THAT is why Xemnas ordered them to take over the uncharted castle in the edge of various realms so they could practice their (or Vexen's) experiments.
Castle Oblivion.
 
So, now you know that, let's move on. Within the confines of this castle are 13 upper floors and 12 lower floors, which were both areas for exploration by Sora and Riku respectively.
 
Each floor consists of an entry room, which is the hallway leading up to a door at the end, a white room, which takes the form of whatever memory was chosen for it at the time, these being memories of worlds, and an exit room, which is where you go after exiting a white room, and is where many battles unfold. At the end is a staircase to the next level where you repeat the process over again.
On the final 13th floor, there isn't a white room, but merely what the true nature of the castle is. So, Sora and company see the castle with its actual rooms.
At the end of this is a door to Marluxia's safe haven, and his battlefield. You battle him once before entering the door, and twice after entering the door. Castle Oblivion sort of let's the battlefield transform to Marluxia's will for his final battle.
Sora is manipulated by fools like Marluxia, Larxene, Axel, and temporarily, Vexen throughout the story.
 
Okay, same thing with Riku, he is 12 floors under the castle, and is harrassed by Zexion, Lexeaus, and Vexen throughout the story. 
 
So, Castle Oblivion is situated on the edge of the crossing realms, being very near the crossroads. It is said to be in the Realm of Nothingness, or on the edge of it, at least.
 
Castle Oblivion is the only area you ever go to in Chain of Memories, and is shown briefly during 358/2 Days as Axel takes Roxas there after Roxas asks him to. Unfortunately, Roxas, who was created from Sora and teh sleeping Ven, couldn't handle being too close to Sora's memories and Ven's body, and collapsed right inside the doors. Castle Oblivion is also where Xion was born. Purely from Vexen's experiments, Xion took a human form, successfully becoming the first living, walking memory.
 
So, you may be wondering, why of al the members, was Marluxia commanded to be the ruler of the castle? Why not Vexen? After all, he is the highest ranked member. Well, in truth, Xemnas and Saix both had suspicions of Marluxia as well as Larxene. They thought that by giving him a position of power, they can figure out his real plans. Vexen, Lexaeus and Zexion were all there generally to help out. They were there mostly as lokouts, but Saix confirmed to Axel that it was simply, the Superior couldn't trust them anymore. And, as Axel's friend, Saix ordered Axel to travel to Castle Oblivion as well, to spy on and eliminate all the traitors that reside there. Axel had to eliminate Vexen at the castle to try and gain Marluxia's trust so he could find out the big plan he had. It's a good thing he did, or Marluxia might have been able to overpower the Superior. However, now that he murdered someone, he didn't want any witnesses to report this to Xemnas, so he had to dispose of Zexion, letting the Riku Replica do all the dirty work.
 
Finally, Castle Oblivion does have memory modifications of its own. It can make anyone that goes there attempting to climb the castle go insane, slowly deleting their memories, scattering them, and making the person a barely-living blob of misery. However, Namine, who had power over Sora's memories, played aound with these rules, making it seem Sora was remembering Namine because he was forgetting everything else. But, the 2 are in fact not linked at all. Namine can't delete memories, neither can the castle, but they can scater thenm, so as Namine was making new memories to replace the old ones, Sora, Donald and Goofy all started feeling the wrath of the castle.
 
For Riku, it must be because he's in the basement that the castle's powers did not affect him. So, instead, he went through, trying to find his light memories, having them all been taken away by the darkness. He still remembers vaguely, but the castle only showed him the dark side of his heart.