The military base is listed as "Lago Zancudo" on this nice satellite view depiction of GTA 5's map ... Unlike in singleplayer, the ground checkpoints are never open, so you'll need to either ...
Camp Century was built to store nukes beneath Greenland's ice. See photos of the underground, "Star Wars"-like site.
Vice President JD Vance and Usha Vance will visit Pituffik Space Base, the US military's base in Greenland dating back to ...