Get Lost in South Africa with Kelley Ferro: Episode 5 Sun City is an incredible playland located in Northwestern South Africa. With 4 resorts, a golf course, casino, theatre, brewery and manicured grounds, the experience at Sun City feels like you are in the luxe version of Africa. The 5 Star The Palace of Lost City was simply stunning in it's size, decorative detail and plush comfort. I loved the grounds--it literally was a jungle outside my door--and the food was excellent. Sun City Resort has so many activities, you can see that we were like little kids playing in the maze, the arcade and the casino!