This whole song is about Alaska, the USA's largest state with many beautiful mountains. John Denver often sang about the natural beauty all around the world.

The city of Montreal, Quebec Canada.

All of these lyrics are about the City of New Orleans, a train that goes from Chicago, Illinois to New Orleans, Louisiana; and the various stops on the journey: Kankakee is a city just south of Chicago, Memphis is about halfway, and the journey would have to pass through some part of Mississippi.

Earth is very much a real place, and it's in the Milky Way galaxy. The Milky Way has millions of stars which could be wished on.

The Communist country of China. During that time, China was in turmoil and many Chinese were being tortured. This wouldn't be the case now because China is starting to become an Industrious Nation.

This classic song about a major railroad mentions the three cities the railway originally served: Atchison, KS, Topeka, KS, and Santa Fe, NM. John Denver's version also mentions Philadelphia, PA, Laramie, WY, and California, various locations around the USA that a train traveler might visit.

Mentions two real places: Rome, with its many ruins and monuments including the Spanish Steps, and Paris, with landmarks including the Eiffel Tower and the Notre Dame Cathedral (RIP 1260-2019). Both cities are among the top tourist destinations in the world and are completely overstated, so some people become disappointed when they visit.

Refers to the U.S. State of Colorado, and the Rocky Mountains, which reach their greatest heights there.

Jasper is in the Canadian Rockies, and John Denver was always very transparent about his love for the outdoors and nature in general, as well as the Rockies in particular.

Refers to Great Falls, Montana.

Refers to Toledo, Ohio.

"Shanghai Breezes" was a later Top 40 hit for John Denver (in 1982). Besides the city of Shanghai (in China) that is in the chorus as I have posted above and also in the title of the tune, there is also again a mention of the Earth's only natural satellite, the Moon and the sun.

Some would dispute whether Heaven is a real place or not, but West Virginia certainly is. It is a U.S. State. The Blue Ridge Mountains and the Shenandoah River are also real places. Incidentally, the Blue Ridge Mountains just barely enter West Virginia, at its easternmost tip, but that is also where the Shenandoah River briefly crosses that state. "Blue Ridge" refers to a geological province that extends from southern Pennsylvania to northwest Georgia. The northern part of that province in Pennsylvania, Maryland, West Virginia, and most of the way through Virginia is often quite narrow, sometimes only a single ridge. Further south, the Blue Ridge province widens, dominating the portion of the Appalachian mountains in the Carolinas. Therein, the Appalachians reach their highest point, at North Carolina's Mt. Mitchell. The Blue ridge province is dominated by metamorphic rocks. To its west are other geologic provinces, dominated by sedimentary rocks. It is those latter provinces of the Appalachians that far and away dominate the "Mountain State" of West Virginia.

Here John Denver references through the song his love for Alaska's wild country in the mountains, rivers, and forest.

This song mentions Montana, a large rural state in the USA, and its title is a reference to Montana's nickname, "Big Sky Country".