Takes place in London England. This is the only episode of the entire series that takes place in an area other than the North American continent. It's not clear why Thundarr and company would travel so far for just one adventure. One could surmise that the cataclysm that devastated Earth may have also caused land masses to move to a point where England and North America were not so far apart.
Clearly the witch Circe was named after the enchantress in Greek mythology and though she is seen here changing people into animals, as Circe did in Homer's epic poem "The Odyssey" when he turned Odysseus's crew into pigs, this Circe also turns people into stone which is more a Medusa thing.