Which of the following plays by Shakespeare is set in a mythical land and features the character Prospero?

The choice of "The Tempest" is correct because this play is specifically set on a remote and mythical island, which is a crucial element of its narrative. Prospero, a sorcerer and the rightful Duke of Milan, uses his magical powers to control the island's inhabitants and manipulate events in the play. This setting allows for themes of magic, power, and redemption to unfold in a unique way that is closely tied to the island's mysterious and otherworldly atmosphere. The character of Prospero is central to the story, as he orchestrates much of the action through his profound knowledge of the magical arts and his desire for reconciliation.

The other choices involve settings and themes distinct from that of "The Tempest." "Hamlet," for instance, is set in Denmark and revolves around themes of revenge and madness. "Macbeth" takes place in Scotland with a focus on ambition and fate, while "King Lear" unfolds in a more realistic backdrop of Britain, exploring themes of madness, loyalty, and family dynamics. None of these plays involve the mythical land or the character of Prospero, making "The Tempest" the only option that fits the criteria.