Neverland
This world will be unlocked when two of the three worlds around it (Halloween Town, Atlantica and Monstro) are completed. You'll be captured by Captain Hook, where you'll also find a sleeping Kairi on the deck. However, Riku will throw Sora in the brig before Sora can get near her.
At this point, you'll meet Peter Pan, who is searching for Wendy, a girl Hook has mistaken for a Princess of Heart. He will join the party.