At the end of Westworld's first season on HBO, both Maeve (Thandie Newton) and fans of the show made the shocking discovery that the Wild West-themed park wasn't the only one in existence. Entering through a door mysteriously marked with the initials "SW," Maeve, her hostage scientist, and rogue android cronies find a group of samurai robots dressed in the garb of feudal Japan. Many guessed that "SW" stood for Samurai World, which wasn't a bad guess. Apparently, it wasn't the right one.
According to Entertainment Weekly, the script for the Season 1 finale ("The Bicameral Mind") calls the place "SHOGUNWORLD." Barring those caps, it could easily be spelled as Shogunworld, Shogun World, or ShogunWorld.
Shoguns were military dictators/commanders in the time of feudal Japan and held absolute power over the territories placed under their control. The word "shogun" is a combination of the Japanese words "sho" (commander) and "gun" (troops). Shoguns ousted the emperor of the country in the 12th century and maintained rule until the late 19th century, when the emperor system was restored. The title of samurai began around the same period as shoguns, but the term refers to a type of military nobility. Like the shoguns, however, samurai were well trained in military tactics and strategy.
In the original 1973 film on which the show is based, there were two other parks in addition to Westworld: Medievalworld and Romanworld, which were set in the Dark Ages of Europe and the city of Pompeii, respectively. There's no word yet on whether we'll see ShogunWorld (or any other park). The main action is on the revolt of the Westworld androids, but maybe they'll recruit some shoguns in their battle against the humans.
Westworld Season 2 airs on April 22 with the episode "Journey Into Night."