Mars

Mars (aka Risi Soru the Red Planet) is the fourth planet from the sun in the Solar System.

Original Doom
Doom's action takes place on Phobos and Deimos, the two moons of Mars, although in the introductory story the protagonist is initially stationed on Mars itself.

It is generally assumed the setting of the game is on Mars, but in fact none of the events take place on the planet. In fact, the player never ventures to the surface of the planet in any of the games or episodes.

Doom 3 and Resurrection of Evil
In Doom 3, the action is set directly on Mars, in the fictional Mars City. The player is required to venture onto the barren surface of Mars a number of times during Doom 3, and must fight off demons while topping up their oxygen supply via collectible tanks. Although the planet is portrayed as being realistically inhospitable, a decision was made early on to increase Mars' gravity to match Earth's for gameplay reasons (in reality, Mars has barely 38% of Earth's gravity).

Doom RPG
The backstory treats it as a sequel to Doom 3, and prequel to Doom I and II, it is set in the Mars Outpost the oldest facility on Mars, older than the Mars City.

Doom (2016)
Appearing in Doom 4, it is set directly on Mars as in Doom 3, as the two games are possibly connected. The player can now breathe on Mars, which makes it easier to fight monsters. It begins in Mars Installation in the Hellas Plain.