Yes, you read the title correctly, there are still places in the world which have yet be be explored, most of them in inhospitable locations:
1) Caves - Scientists and other educated folk have no idea how many caves exist in the world, no surprise. But if you are looking for unexplored caves try China, much of the country is build on limestone and very little exploration has been done.
2) The Amazon Rain Forest - That most hospitable, bug infested, snake ridden, wet region of the world which contains 50% of the the worlds rainforest has not been completely explored. One can only wonder why (sarcasm).
3) Antarctica - One of the coldest places on earth, the southern continent has never been completely explored and still longs for hardy visitors to seek out its many wonders, what's more, no snakes.
4) Deep regions of the Oceans - For those who have the money to get down to the bottom of the oceans or build their own SeaQuest sub only 2% of the world's ocean's floors have been explored. That leave a good deal of room for exploration.
5) Deserts - These dry, hot, and deadly regions of the world are not highly sought after places to explore because many people lose their lives when they go a wandering and rescue is not very forthcoming. Who wants to try and find a lost soul in the desert.
6) Gangkhar Puensum, Bhutan - Here is a mountain that, at least according to written records, has never been successfully climbed. Four teams have made the attempt and been turned back, now because of religious reasons, the government of Bhutan is not allowing any more attempts at the summit.
7) Greenland - Much of the colder northern sections of Greenland are yet unexplored or climbed. A few scientific expeditions have been sent in but those are limited in scope.
8) Northwestern Siberia - Not very many people live out there so much of the land is still wild, wet, and cold and better yet unseen by human eyes, at least from the ground. I will bet there are unkayaked rivers, unwalked animal trails, and unexplored hill. What fun.
9) The mountains of Northern Columbia - Apparently people do not wander into these places to often but new species of wildlife are being found here.
10) Central Range, New Guinea - Even among the islands of the Pacific there are still some unexplored regions. Now they are included in the New Guinea National Park system in an attempt to keep there ecosystems pure and prevent miners from moving in at destroying them.