There are several islands to visit and dive from. Because Malaysia itself is divided between the two regions the history of the country can be understood only within a broad geographic context. Peninsular Malaysia Peninsular Malaysia Malaysia Putrajaya The majestic island of Borneo is also a part of Malaysia containing Sabah and Sarawak. . The term West Coast Malay. Some of the best coral reefs in the South China Sea can be seen in Malaysias east coast great for snorkelling. Cities Kuala Lumpur Government of the City of Kuala Lumpur. Malaysia country of Southeast Asia lying just north of the Equator that is composed of two noncontiguous regions. The Arabian Peninsula is located in the continent of Asia and is bounded by clockwise the Persian Gulf on the northeast the Strait of Hormuz and the Gulf of Oman on the east the Arabian Sea on the southeast the Gulf of Aden Guardafui Channel and Somali Sea on the south the Bab-el-M