The following places figure as settings for Mary Rowlandson's Narrative of Captivity.
Starting in 1675, Wampanoag sachem Metacomet (also known as Metacom) led a series of attacks on English settlements known as "King Philip's war." By the end of hostilities in 1676, the Wampanoag, the Nipmuck, the Pocumtuc, and the Narragansett had fought on one side; the New England colonists, with some Mohegans, Pequots, and Christian Indians, had fought on the other. Metacomet's forces also battled disease and starvation. The war ended when Metacomet was killed by a Christian Indian in 1676. The colonists at Plymouth celebrated by severing his head and displaying it on a pole. Sigourney Fay Nininger, Jr.'s Society of Colonial Wars in the State of Connecticut offers a website with this timeline. Dozens of locations are mentioned. Someone could create a full collection of King Philip's War placemarks with this site. Good luck with that if you try.
Neal Salisbury, author of the "King Philip's War" entry in The Oxford Companion to United States History, ed. Paul Boyer et al (New York: Oxford UP, 2001), observes that "the death of about 5,000 Indians of New England and 2,500 colonists (40 and 5 percent of their respective populations)" makes King Philip's War "one of the bloodiest in American history relative to population size" (422).
Rowlandson was captured after a February 20, 1676 raid on Lancaster, Massachusetts. (She calls it February 10 because she counts by the old calendar and not the new one adopted in 1752.) They take her "about a mile . . . up the hill within sight of the town," where she stays for the duration of "the first remove" (311). Her journey was over rough ground and generally uphill from Lancaster to Princeton, the location of the second remove. The rough terrain explains her anecdote of falling from a horse on page 312.
From present-day Princeton, Massachusetts, Rowlandson journeyed to what the editors of the NAAL describe as "a Native American village on the Ware River near New Braintree," the site of the two-week long stay after her third remove. Rowlandson writes "we came to the place where they inteded, viz., an Indian town, called Wenimesset, northward of Quabaug" (312-13). The editors also identify present-day Petersham, Massachusetts as the setting for the events after the fourth remove (315 n4), and present-day Orange, Massachusetts as the place with the dramatic river crossing (316 n5).
"The greatest number at this time with us were squaws, and they traveled with all they had, bag and baggage, and yet they got over this river . . . ; and on Monday they set their wigwams on fire, and away they went. On that very day came the English army after them to this river, and saw the smoke of their wigwams, and yet this river put a stop to them. God did not give them courage or activity to go over after us." (317)
On Monday, March 6, three to four weeks and fifty or sixty miles from abduction, Rowlandson arrives (again, according to the Norton editors) in the Nortfield, Massachusetts area (317 n7).
In 1677, Rowlandson moved to Wethersfield, Connecticut, where she later remarried and lived until her death in 1711.
Her Narrative of the Captivity and Restoration was not published until 1682, six years after her release. It was published in Cambridge by Samuel Green, who also published dissertations by Increase Mather and sermons by Samuel Sewall.
Here is the full citation for the text cited above: Mary Rowlandson, "A Narrative of the Captivity and Restoration," Norton Anthology of American Literature, 6th ed., ed. Nina Baym (New York: Norton, 2003) 308-40.
Finally, here are the Google Earth placemarks.
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