Before names of the rivers, seas, oceans and chains of mountains.
Examples
The Mediterranean
The South Sea
The Black Sea
The Nile
The Danube
The Indian (Ocean)
The Pacific (Ocean)
The Atlantic (Ocean)
The Alps
The Australian Alps
It’s good practice to use the word river / lake before to avoid ambiguity.
Example:
The River Thames or The Thames River
The Lake Michigan
The Lake Geneva or The Geneva Lake
The Lake Lucerne or The Lucerne Lake
also town or village:
The town of Lucerne
The town of Belgrade