Lanzarote was an island located in the Atlantic Ocean off the coast of Africa on Earth. It was governed by Spain.
In 1984, the Fifth Doctor, Turlough, and Kamelion visited Lanzarote, where they met Peri Brown. (DW: Planet of Fire)
In 2009, Banana Boat was arrested in Lanzarote for selling counterfeit DVDs. Ianto Jones lied to the Spanish police to get him released. (TWN: Pack Animals)
The Tenth Doctor commented that the desert planet Karris "...doesn't seem to have much more going for it than Lanzarote" when on board the Sword of Justice during a visit to the Andromeda Galaxy. (NSA: Shining Darkness)