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Arkham is a fictional city in Massachusetts, part of the Lovecraft Country setting created by H. P. Lovecraft and is featured in many of his stories, as well as those of other Cthulhu Mythos writers. In his story The Thing on the Doorstep, Lovecraft describes "the ancient, mouldering, and subtly fearsome town...witch-cursed, legend-haunted Arkham, whose huddled, sagging gambrel roofs and crumbling Georgian balustrades brood out over the centuries beside the darkly muttering Miskatonic."
In Realms of the Haunting, Arkham is referenced in on the Letters that we come across in the Mansion's Study.
Specifically, the address header on the Third Letter, dated June 23rd 1930, reads:
- The Delberry
Arkham
Massachusetts
It's an interesting curiosity then, that 
the author of the letter appears to have spent some time living in this fictional city during the 20th century.