We use the with some names of buildings (we usually write the without a capital letter, the Taj Mahal, the Alhambra, the Houses of Parliament, the Pentagon) but not with others: Stonehenge, Windsor Castle, St Paul’s Cathedral, Chichen Itza.
Roads, streets, etc.
We use the with the names of major roads in a country: the M6, the A40, but not with the names of areas, squares, streets and roads in a town or city: Broadway, Covent Garden, Times Square, Princes Street.
Facilities in a town or city
We usually use the with the names of hotels, cinemas, museums and art galleries: the Marriott, the Louvre, the National Gallery.
When we are referring to buildings or institutions that don’t include the name of a town or city, we use the: the airport, the University Press, but not when the name of the town or city is included: Gatwick Airport, Cambridge University Press.
But there are some exceptions:
Have you been on the London Eye?
They’ve been on the Eye at least ten times.
We saw ‘Mamma Mia’ at the Bristol Hippodrome. (the name of a theatre)
Have you been to the Hippodrome since they renovated it?
The sea, the coast, etc.
When we are referring to general features of a country or its landscape, we use the: the sea, the countryside, the city, the coast.
Places: fixed expressions
There are a lot of common fixed expressions relating to places. We don’t normally use the with these expressions. Here are some of them:
to town: I’m going to town this afternoon.
in town: She works in town.
at school/university: They met at university.
from school/university: What time do they get home from school?
in hospital: Linda’s been in hospital since Friday.
in prison: Her husband is in prison, and life is very difficult for her.