While the common man has no cause to wonder about worlds other than his own, experts are in general agreement that the material plane is comprised of twenty living worlds – each with its own unique societies and peoples.
These worlds are arranged (either physically or logically) on the vertices of a dodecahedron. Thus, each world is connected to three adjacent worlds via magical portals (represented by the edges of the dodecahedron).
The "Prime World" (which has no common name on this world) is connected to Greyhawk, Xotei, and Kona, aka "Babilu". This last world was taken over by the Godslayer and the portal connecting it to the "Prime World" was severed during its epic battle with Lord Ozzie.
Other worlds that are known to exist are Terra aka "Earth", Kethira, and Arda.
Humans are believed to be the only race common to all twenty worlds, though this is mere conjecture, as nobody in recorded history has charted all worlds.