The Frozen Ocean, an ocean filled with icebergs and glaciers that the ship that Sao Feng gave the crew must sail through on their quest to rescue Jack Sparrow from Davy Jones' Locker, is filmed in Greenland.
There is an Utah Connection in the movie: Bonneville Salt Flats is featured prominently for 20 minutes. Jack Sparrow is in oblivion, Davy Jones' locker. He is stuck on a sea of sand. The Bonneville Salt Flats stretches for more than 30,000 acres. Wind and water combine to create the flat surface of salt. Each winter, a shallow layer of standing water floods the surface of the salt flats. During spring and summer, the water slowly evaporates while winds smooth the surface into a vast, nearly perfect flat plain. This has created a perfect stage for high speed auto racing.
The sand dune at which crabs look like stones (and are apparently sent by Calypso) appear and carry the stranded Black Pearl to the shore is filmed at Guadalupe-Nipomo Dunes, California.
Photographer: wikimedia/Kevin . Rice
The computer graphics for the large waterfall where the ship goes over was based on Niagara Falls.
The black sand beach Jack's crew lands and finds the dead corpse of Kraken is shot at Londonderry Beach, a long rugged black-sand beach on the Atlantic coast of Dominica.
The scene that Black Pearl approached Shipwreck Island was filmed at Capucine Point in Dominica. Other scenes in Shipwreck Cove or Pirate Hall were either digitized or filmed on studio sets.
Parley Sandbar is the location of a parley meeting between representatives of the Brethren Court and the East India Trading Company prior to the battle of Calypso's maelstrom. Because Davy Jones can only step on land once every ten years, he and Lord Cutler Beckett meet with Elizabeth Swann and Captain Barbossa there (while Jones stands in a wooden tub filled with water). It is seen only in At World's End. This sandbar is not something done in a studio. The sandbar itself is a mile or so from Disney's private island Castaway Cay.
The beach in the final scene is: Pohaku Mauliuli Beach (locally known as Make Horse at the island of Molokai. It is one of the smaller islands in the center of the Hawaiian chain, it is 40 miles long and 10 miles wide. Molokai is known for having the highest sea cliffs in the world at 3,900ft.
On Molokai, aloha is not just a word, it's a way of life.