For me it's cities—large, empty cities with little, if any, foot or vehicular traffic. Typically in the US or Australia and laid out accordingly, so not like Kowloon Walled City. But it's almost as if they're that way because my brain's "GPU" cannot render that many people or cars moving about. Sonetimes in these dreams I'm able to "teleport" to an interior location where there are people, and I'm fine.

Of course, it may be influenced by the fact that I spent ~15 years in the Boston area, and while New York is the city that never sleeps, Boston can get hauntingly empty late at night, or even on Sunday afternoon when most everything's closed...

For a great Kowloon-influenced atmospheric game, check out Stray.