The Winter's Tale
It appears Shakespeare was not trying to make the play realistic. Many things in the play suggest it is set in Europe in Shakespeare's day, but the "Oracle of Delphos" sounds like the Oracle of Delphi in Ancient Greece. This was located in the mountains, not on an island like in the play. In the play, it is also said that Bohemia has a coastline and deserts. The real Bohemia was located where the Czech Republic is now located. It never had a coastline or deserts. Shakespeare might have chosen to make it unrealistic, in order to make the play feel more like a fantasy.