Where are my world files?

The world files should be located at

C:\Users\[your name]\Documents\My Games\Terraria\Worlds

regardless of how you configure your system environment variables or Steam library.

On Mac, world and character files are at

~/Library/Application Support/Terraria/Worlds
~/Library/Application Support/Terraria/Players

On Linux, the directories are

~/.local/share/Terraria/Worlds
~/.local/share/Terraria/Players

If that doesn't work for Linux, try

$XDG_DATA_HOME/Terraria/Worlds
$XDG_DATA_HOME/Terraria/Players

Sorry if I'm bumping this post, but if anybody else is here, you can Move it to Cloud.

When you are on the worlds screen, (select a player first) you can click Move To Cloud on one of the worlds. What that means, is that you can find that world on any computer that is using that Steam account.