Juneau, Alaska: This city has no road connections to any other Alaskan city! It is the only state capital on the mainland U.S. you can only reach by sea or air.
[source]
Trajan's Market, Rome: Built
into Quirnal Hill.
[source]
Montségur, Southern France: This fortress was built on top of an enormous limestone hill and is nigh-impossible to penetrate. The last stand of the Cathars, in 1214, was here.
[source]