Dunmanifestin is the good address of the gods of the Discworld. Many gods are tied down to the very small locations where they are worshipped, or have so few worshippers that they do not have enough intelligence to even be sentient (i.e. none). The gods with worshippers, the gods who can scheme against other gods or at least appreciate the conflicts between other gods, the gods who can smite people, live in Dunmanifestin on top of Cori Celesti, at the Hub of the world. Dunmanifestin is a gated community with buildings of many styles. The hall in which the gods play with the fates of men is located in Dunmanifestin.
A description and a painting of Dunmanifestin can be found in The Last Hero.
Dunmanifestin is a parody of the common British house name "Dunroamin", as in "Done Roaming - from now on I'll stay here at home". Now obviously it would mean "Done Manifesting", i.e. "I have finished appearing to humans".
In classic Pratchett style, the pun works on another level: Dun-, meaning Hill of- or Castle of- is a common prefix in Scottish and Irish placenames, ie Dundee, Dun Laoghaire, Dundalk, Donegal (Dun na nGall).
Thus we have "Hill-" or "Castle of Manifestations"
Om refers to it as "Nob Hill" which is also a neighbourhood in San Francisco, California. As far as it can be worked out, the derivation is because it is a posh hilly region.