How often does the Prime appear in Planescape? Doesn't a drow city appear in Dead Gods for example?
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There's the drow city of Erelhei-Cinlu in Dead Gods (on the world of Oerth). There's a section of Undermountain beneath Waterdeep (on Toril) in The Great Modron March. One of the adventures in Well of Worlds takes place in a Material Planar nation called Kellinon. A Prime world called Logicus is the center of one of the adventures in Doors to the Unknown. There's also a short jaunt to the dead world of Ranais in Dead Gods.
Other than that, I think the Material Plane is something that's only mentioned; I can't think of any other adventures or locations that explicitly take place there.
Prime worlds mentioned in Planescape include:
Aebir-Toril
Oerth
Krynn
Aebrynis
Athas
Ortho
Mystara (only in Uncaged: Faces of Sigil, and once or twice in the PSMC3)
Tuimuhva (Tales From the Infinite Staircase, page 19. Contains the metropolis of Gunthis.)
Verdorth (Druid world. PSMC3, page 96)
Rublia (Uncaged, page 120; The Factol's Manifesto, page 83)
Neirston (Dead Gods, page 12)
Gleymayne (Ombidias's home world, destroyed by baatezu; The Factol's Manifesto)
Ind (PSMC1, 30, 34, 66) - a Prime nation
Knell (PSMC3, 108) - a Prime nation