What is the proper teleport command in Skyrim?

How does the coc command work? When I type in for example coc Whiterun, it works. But when I type in coc Dawnstar, nothing happens. Did I miss anything here?

Also, how do I enter names with multiple words?

There are two main console commands for quick teleport:

• coc (Center-on-Cell) expects one argument (the cell name) and teleports you there. Obviously, "Whiterun" is a cell, while "Dawnstar" isn't. This is for named (mostly interior) cells, and expects the name as defined in the Creation Kit. The UESP lists those - where known - as "Console Location Code(s)" in their location descriptions (see: overview of the Skyrim locations).
• cow (Center-on-World) expects three arguments: The world name (as defined in the Creation Kit) and the X- and Y-coordinate of the cell in question. Tip for orientation: the highest point in Skyrim is in the worldspace "Tamriel", along with most of Skyrim, at the coordinates 13, -13, so you can get there using cow Tamriel 13 -13. The UESP lists those as the exterior location coordinates, where known and applicable.

(Version 1.1)

You can view a complete, searchable list (that is faster and easier to use than UESP) of all the COC cell names in Skyrim here.

The list also has filters (that combine with the search) according to Skyrim's holds, including all the developer's testing cells.

The site also has easy-to-use lists for NPCs, items, books (including full text of every book) and more, with more searchable lists coming soon.