Grey

Grey was a Sosarian coastal city in what appeared to be the domains of the Castle of the Lost King in the greater Lands of Lord British.

Description
In its earliest incarnation, Grey was situated on the far northeastern shores of the continent, near Mount Drash. It later came to be situated on the far western coast, implying either that multiple Greys were founded or that significant seismic activity displaced the original town (an occurrence not altogether uncommon in the lands which would become Britannia).

Little is known of this settlement's history, as it appear to have been abandoned or destroyed not long after the destruction of Exodus. Whatever the cause of its eventual decline, the culture of the city reflected one of merriment, dealing widely in drink, song and entertainers. Michael the Magnificent, an adventurer who charted Grey on behalf of Lord British's "Great Work", mentioned the city as housing purveyors of unique items, and it appears that the earliest iteration of the Britannian Guild of Thieves had a foothold in Grey.

During the events of  Ultima III the citizenry of Grey offered up knowledge of the Exotic arms and  armour, cautioning the Stranger that they were necessary to withstand a "great evil". Careful searching revealed an individual who knew the location of these artifacts: within the mystical vanishing city of Dawn.

Grey in Ultima V: Lazarus
In Ultima V: Lazarus, a book called The Fabled City of Grey can be found in the Lycaeum. This book deals with legends surrounding Grey, which it reports has sunk beneath the sea (possibly after the defeat of Exodus). Some of these tales speak of technology centuries ahead of that at the time of  Ultima V, most likely referring to the shuttle which could be purchased from Sly Sam's Transportation Specialists during Ultima I.

Ultima III (Nintendo Port)

 * Catherine: a young woman with a poor grasp of English

Ultima (Apple)

 * Chad the Mad's Magic Shoppe: magic shoppe
 * Little Karelia's Finnish Grocery: food shoppes
 * Naughty Nomaan's Weapons Unlimited: weapons
 * Super Duper New and Used Transport, Inc. transportation
 * The Armour Shop of Lord Eldric D'Charbonneux: armoury
 * Ye Local Pub: tavern

Ultima I

 * Cold Steel Creations: arms dealer
 * Custom Armour Works: armoury
 * Dav's House-o-Suds: pub
 * Exploration Provisioners: food shoppe
 * Sly Sam's Transportation Specialists: transports
 * The Unleashed Spell: magic shoppe

Ultima III

 * Armour: armoury
 * The Guild Shop: guild shop
 * Rations: grocery
 * Taphouse: pub
 * Weapons: arms dealer

Ultima III (Nintendo Port)

 * Casino: casino

Ultima I

 * Either pond: drop any amount of pence, and the Stranger will magically gain HP equal to 150% of that amount ("Alakazot!").

Trivia

 * In Ultima I, the cities of Grey (in the Lands of Lord British), The Snake (in the Lands of the Feudal Lords), Poor (in the Lands of the Dark Unknown) and Lost Friends (in the Lands of Danger and Despair) were exactly the same. They had the same layout, stores, and people in it. They were basically the same city copied over in the different continents (and the four continents were just the same continent rotated in four directions).
 * The sprites of the majority of Grey inhabitants are those of thieves, and the guards talk like shady bouncers. Although Grey disappeared after Ultima III, a "town of thieves" appeared from Ultima IV onwards: Buccaneer's Den.