The Old Farmer's Cottage is located somewhere in England. It was owned by an old woman who appeared to be living there with Rose-Marie.
When Katherine attempted to make her escape from Klaus, Trevor, a member of Klaus' trusted circle, instructed Katherine to run to the cottage and hide there until he could join her. Katherine ran to the cottage and knocked on the door, but the old woman who live there didn't want to let her in. When Katherine informed Rose that she had been sent by Trevor, Rose compelled the woman to let her in and bring her some food and water. Once Rose learned the truth about Katherine (that she had fled from Klaus with the moonstone that was necessary to break his curse), she no longer wanted to help Katherine, because she knew anyone aiding her would be killed by Klaus for interfering. Rose locked Katherine inside a room, with the intention of returning Katherine to Klaus at sundown and begging for his mercy. Katherine, knowing she would be killed by Klaus anyway, tricked Rose into feeding her vampire blood by stabbing herself in the stomach with a knife. Once Rose saw the wound and fed her her vampire blood, Katherine then waited until she was left alone and hanged herself before she could be taken back to Klaus. Rose and Trevor were furious at her betrayal, but when Rose tried to stake Katherine to death, she blocked the blow with the old woman's body, before feeding on the old woman that owned the cottage in order to complete her transition.
According to Nadia, this cottage is outside of London. ("Gone Girl")