In The Legend of Zelda: Majora's Mask, the world where Link is trapped is called Termina.
Termina is a parallel world that Link enters while searching for his lost companion, Navi, after the events of Ocarina of Time. It resembles Hyrule in places, but its geography, characters, and stories are altered. Familiar character models return in new roles, creating a world that feels recognizable while remaining distinctly strange and unsettling.
The central crisis in Termina is the moon's impending collision with the land. Link has only three days before the predicted impact, and the game's recurring time cycle lets him return to the first day while retaining key knowledge and certain items. He must use this cycle to help the people of Termina, awaken the Four Giants, and stop the catastrophe caused by Majora's Mask.
Termina is commonly confused with Hyrule because both worlds contain Link, princesses, familiar races, and recognizable landmarks. However, Hyrule is the main setting of most Zelda games, while Termina is Majora's Mask's alternate world. Koholint belongs to Link's Awakening, and Lorule is introduced in A Link Between Worlds.