There are two main themes that run through Kingdom Hearts. Not surprisingly the two themes, territoriality and metaphysics, match up one theme to each of the words in the game's title. The worlds one visits seem to be largely based on either one or the other of the themes, but they tie together in many ways.
Heart, what it means to be without heart, to be heartless, to have a conscience, and where friends, villains and heroes come into the mix. Worlds where the 'heart' theme is dominant are Deep Jungle (friend in/and heart), Coliseum (strength/heroism is through friends), Monstro (puppet with a heart; girl that lost her heart) and Halloween Town (creation of a heart).
The other theme is the border, sovereignty, territoriality and (trans)nationalism represented in the concept of Kingdom. The idea of crossing borders, maintaining a boundary, the concept of local vs. global (turned world vs. universe) and the foreign all come into play here. It is certainly not the main theme of the game in terms of overt readings. However, it is the more important for a political analytic approach.
Like Frederic Jameson noting that Jaws or the Corleone family being decoys, the issue of heart and goodness are decoys here. They are important, certainly, but they do not get to the ideological meaning. To approach that the allegory of transnationalism must be taken apart. Transnationalism as it is both allowed and disallowed between different characters depending on their bodily identity (human, heartless, nobody) and their national identity (world of origin, canonical Disney status, refugee).
This second theme is present within each of the worlds in small amounts (in the heart dominated worlds it can be seen in Jane's quip about a ship, the existence of Sephiroth and Cloud in the Coliseum, and in Monstro and Neverland, the two worlds in motion it can be seen in the simple transgression of the worlds themselves being mobile - whale and ship), but it takes center stage in Atlantica, the Little Mermaid inspired world.
The Little Mermaid is a story about difference, acceptance and getting what you wish only to find out it's not what you really wanted. The original story, if I remember my reverse Disney trivia, doesn't end happily. Of course, the Disney version involves Ariel getting her wish, getting to see the 'outside world,' which is to say the world above the sea, and eventually finding her man and living happily ever after. The Kingdom Hearts rendition maintains her desire to see the outside world, but of course this has a kink put on it when the world of Atlantica itself (visible from the world select screen) is simply an ocean world.
There is no land for her to reach, nor is there a handsome man for her to attain. There is simply the outside that she seeks to find. It is the same outside that Riku and Sora (eg: you, the player character) sought at the beginning of the game and found. However, unlike you/Sora, Donald and Goofy, and King Mickey, and unlike the movie, Ariel does not eventually get off the world to see the outside. You save her from her escape at the hands of Ursula and she remains in the end hoping to eventually see the world. You prevent her movement. This result is after multiple confrontations with Triton, the king of the ocean and the king of the Atlantica world, where he accuses you of meddling, of breaking the world order, but then requiring you to save Ariel and protect the world order/border.
You a) are justified in your intervention, b) prevent the heartless from opening the door and traveling, and c) prevent Ariel from movement, but at the same time she is made aware of the possibility of travel through your interventions and vows that she will find a door and travel to another world without hurting anybody. She in essence vows to travel of her own, individual power (read: neoliberal individuality).
Ariel's vow of self enabled travel is in fact enacted two worlds later when you encounter Beast in Hollow Bastion. He has moved from his world through sheer force of will/heart.
"A cast away. Though his world perished, his heart did not. When we took the princess from his castle he apparently followed her here through sheer force of will."
This is the same method of movement that allowed Sora and Riku to both survive the initial destruction of their own world. It is this form of travel that is deemed acceptable within the world order and Sora and Co. offer to bring Beast with them when they escape (something they refuse Aladdin) only to have him turn their offer down so that he can stay and continue his search for Belle.
The ties between the ability to acceptably travel and that individual's territorial and metaphysical ties are key.