That really depends on the game.
There's about 10 different ways of doing it.
In Final Fantasy I, hold B and press Select to view the map.
Fallout 3 For sure. Especially close to rivet city area.
yes
yes.
no, you cannot get a vehical in fallout three. but, if you have discovered a location on your map then you can fast travil to it with out walking all the way.
north east of the map in an alien ship
very top left hand of the map
beat the simulation
In the top left corner of the map there is a place called Raven Rock, they are there.
alistar
north on main map. look for a wrecked monorail and then head thrpugh the canyons check your local map if you need help
Access your pip boy then press L1 or R1 on your controller unless you have an xbox which will also probably use the top buttons, then when you have reached your map on the pip boy click on a location on the map that you have discovered then it will ask you if you want to go there and click yes.
Cantaberry commons its near the top right of the map, Ask one of the caravan traders about his caravan and you will get a map marker.