National Parks in Malaysia, Natural Parks and Protected Areas Penang a tropical island with picturesque beaches, in the Malay Peninsula, Malaysia Kota Kinabalu, a coastal city partly surrounded by rainforest, Malaysia Cameron Highlands in Pahang, the most popular in Malaysia Kota Bharu, the capital of the state of Kelantan, Malaysia Historical City of Malacca, UNESCO World Heritage Site in Malaysia Kuala Lumpur the Capital of Malaysia, British colonial-era landmarks Kuching, capital of Sarawak on the island of Borneo in Malaysia