Al Khali is a slave trading city and port, visited in the book Sourcery. It is famous for wind that never cease - blown all the way across the desert - just as Ankh-Morpork is famous for its smell. Commerce there seems to be good as people continuously tried to sell Rincewind things during his short stay. It is ruled by a seriph which is a play on the Muslim ruler title 'caliph' The city's past ruler was Creosote.
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Al Khali takes its name from 'alkali' which is a chemical that can dissolve in water, combine with acids to form salts, and make acids less acidic.