The Azores was a group of islands located in the Atlantic Ocean.
On 25 November 1872, the Mary Celeste sighted the island of Santa Maria, which was one of the Azores. (TV: The Chase) On 4 December the Mary Celeste was found, abandoned, midway between the Azores and Portugal. (PROSE: The Chase)
Professor Zaroff told the Second Doctor that their location was west of Gibraltar, south of the Azores, on the Atlantic ridge. From this information, the Doctor deduced that they were in Atlantis. (TV: The Underwater Menace)