Pentos is one of the Free Cities across the Narrow Sea from Westeros.
A concept of the inside of Pentos
It is located on the western shore and is most noted as the home of Illyrio Mopatis, a spice trader and self-proclaimed supporter of the Dragon Queen Daenerys Targaryen. She and her elder brother Viserys lived in Pentos for many years as children. More recently, Tyrion Lannister found himself in Pentos after escaping Westeros as a fugitive.