Here you'll find a list of all locations that Rhys and his friends visit in Tales from the Borderlands.
“Helios is a space station, or habitable artifical satellite, run by the Hyperion Corporation in...Helios
“Pandora is a planet shrouded in mystery and the main setting for Tales from the Borderlands...Pandora
“Prosperity Junction is a town located on the planet Pandora. Rhys and Vaughn come to this town...Prosperity Junction