The correct answer is option 3, Malaysia. The Petronas Twin Towers, also known as the Petronas Towers, are located in Kuala Lumpur, the capital city of Malaysia. These iconic skyscrapers were completed in 1998 and were, at the time, the tallest buildings in the world. The towers were designed by Cesar Pelli and were primarily built to house the headquarters of the national oil company, Petronas.

While China, Japan, and Indonesia are all countries in Asia, the Petronas Twin Towers are not located in any of these countries. It is important to note that China does have many impressive skyscrapers, including the Shanghai Tower and the Ping An Finance Center. Similarly, Japan is home to tall buildings such as the Tokyo Skytree and the Abeno Harukas. However, the Petronas Twin Towers are distinctively situated in Malaysia.

In conclusion, the famous Petronas Twin Towers are located in Malaysia, specifically in Kuala Lumpur.