Milton is the place where the Hales move after Mr. Hale quits his job with the church. Milton is a fictional town, but it is based off of Manchester. It is basically the "North" part of North and South. The majority of the novel is set here. Margaret's initial idea of Milton is that it's ugly, cold, and the complete opposite of her beloved home in the South. The change in scenery spurs on Margaret's character growth, and also introduced her to different classes of people. She meets Mr. Thornton here. 

The Vatican is a sovereign state in Rome, governed by a monarchical-sacerdotal government. The Vatican occupies 44 hectares of land along the Tiber River. The Holy See’s headquarters—the main governing body of the Roman Catholic Church—are within the Vatican. The Vatican must import most goods.

The Pantheon is a circular temple in Rome which was built in 125 AD. In general, pantheons are temples dedicated to gods.