However, there are SOME EXCEPTIONS.
(*There's no special rule for this. You have to remember.)
Well, don't get confused! Here are some tips ;)
We use 'the' for these kinds of place names:
1) SEAS e.g. the Atlantic, the South china Sea (Laut Cina Selatan)
2) MOUNTAIN GROUPS e.g the Himalayas, the Titiwangsa Mountains
*but for single mountains, we don't usually use the article 'the' e.g Mount Everest, Mount Kinabalu
3) ISLAND GROUPS e.g the West Indies, the Philippines
4) RIVERS e.g the Rhine, the Kinabatangan River, the Gombak River
5) DESERTS e.g the Sahara, the Arabian Desert
6) Most HOTELS e.g the Grand Hotel, the Hilton
7) Most CINEMAS and THEATRES e.g the Odeon, the Istana Budaya
8) Most MUSEUMS and GALLERIES e.g the National Musuem
9) Most ZOOS e.g the National Zoo of Malaysia, the Zoo Melaka
10) Names of COUNTRIES that include common nouns like 'republic', 'state' or 'union'
e.g the People's Republic of China, the United Kingdom, the United States, the Republic of Korea (but South Korea), the Russion Federation (but Russia), etc.