Red Rogue has three main worlds: the Overworld, located one floor above the first floor; the Underworld, only accessible through an underworld portal; and the Chaos Dungeons, where most of the game takes place. There are also pocket dimensions, which do not play a major role in the game.
The Overworld is the only place in the game with color other than red. It is described by the blood on the walls that says, "The Overworld will be sort of a time bubble," time does not pass there. The implications of this time bubble is that items can be left here in a game, and those items will persist, even after reincarnating. Items will only disappear from here when save data has been reset or when the game hasn't yet been saved. As an additional feature, both you and the minion will be reverted to your original form when entering the Overworld, and any faces will be removed.
A grindstone and a healstone can be found on either sides of the map. There's also a chest positioned atop the grindstone, which can be opened only once, unless save data is reset. The chest contains items relative to Red's current level, and can be accessed with the Amulet of Yendor with a quickening (usually due to the grindstone).
The Underworld, like the Chaos Dungeon, has no color. In addition, the bits of red no longer appear either. The only area available in the world is a boat with the portal and Death on it, the only other entity able to be interacted with. As with the Overworld, time does not flow in the Underworld. In the sky, stars can be seen forming and exploding, showing the separation of time. Unlike the Overworld, however, you will not revert to your original form when entering the Underworld.
If the minion dies, he will respawn at an Underworld portal if you approach. Other than ressurecting the minion and acquiring Death's Scythe, however, there is not much to do in the Underworld, although you can sleep to regenerate health. This may simulate the bleakness and hopelessness of death.
The Chaos Dungeon is where most of the game takes place and is stylized by being entirely monochrome, with the only exception being red (giving the game its name). The name Chaos Dungeon will never appear as the world title, instead it will be one of the level sets below.
The Dungeons is the first level set in the Chaos Dungeon, and is normally made up of small maps that hardly ever have more than kobolds and other early monsters.
Upon entering the Sewers, more types of enemies will spawn, and altars to RNG can be found. The Sewers are characterized by a background with more blocks and pipes weaving throughout. The Sewers normally start at around level three, but can also start earlier or later. This is also where a bigger variety of traps begin spawn, like confusion traps, pitfalls, and also basic gates. The design of these levels overall is typically in the form of a highly-elongated rectangle (either horizontal or vertical), although later levels of the Sewers can have square shapes.
The Caves are characterized by their spacious, non-uniform rooms. The background consists of rocks rather than bricks like the rest of the dungeon level sets. The Caves normally start at levels 7-10, but like any other levels, are not consistent across seeds. Starting in the Caves, the Balrog will invade your dreams and summon a Horror upon awakening. Additionally, Golems can now spawn from collapsed wall segments.
Chaos is where the Balrog spawns and is quite different from previous levels. Levels in Chaos cannot be cleared even when all the content is found, and thus the map will not show a percent and it will revert to its unexplored state when re-entered. The critters that appear in previous levels, like spiders, rats, and bats, are replaced with gear counterparts that vanish in a shower of black particles rather than blood. The Chaos levels also possess the most variety of monsters, and the background periodically moves. Also, a new type of gate spawns in Chaos, one which opens and closes automatically at regular intervals.
Pocket Dimensions consist of small, open dungeon levels. They possess a rather large density of creatures relevant to the current dungeon level. They can only be created and accessed with Runes of Portal being enchanted on an item. As of v1.0.3, there is a bug that can freeze the game when attempting to enter a pocket dimension for the second time, although it may have been fixed in recent versions.