The Former Capital (旧都 kyuuto) is a large village in Former Hell seen in Stage 3 of Subterranean Animism, part of the Underworld. It is situated between the bridge to Former Hell, guarded by Mizuhashi Parsee, and the Palace of the Earth Spirits, where the sisters Komeiji Satori and Komeiji Koishi live.
Source and more info: http://en.touhouwiki.net/wiki/Former_Capital