Now that “The White Lotus” stay in Thailand has come to a close fans are already speculating where the next installation of the HBO series will venture.

The past three seasons have all been filmed at Four Seasons hotels in Hawaii, Italy and Thailand — though set, of course, at entirely fictional White Lotus resort hotels. Max and Four Seasons even had a global partnership to celebrate the third season with an immersive activation at the featured Four Seasons Resort Koh Samui. After three back-to-back coastal locations, writer-director Mike White said that he wanted to get “a little bit out of the crashing waves against rocks vernacular” at a finale screening event Sunday.

Keeping the tone and energy of “The White Lotus” and its guests in mind, narrowing down the list and excluding coastal cities became challenging. Executive producers also revealed that White does not like the cold, so a ski...