Arda

Arda is the world of the Lord of the Rings continuum, on which the landmass of Middle-earth is located. Other lands on (or around) Arda are Valinor and Númenor (an island in the Sea, which Men lived on until it sank. Unsurprisingly, Sauron had quite a bit to do with this).

Many Sues try to claim this world as their home, but Arda is usually rid of them with the help of the PPC.

Alumia
There was, however, one very notable occasion when a Mary Sue, Alumia, merged with the entire world. This required a mass exorcism with the help of every available agent.