Gugamal (Melghat Tiger Reserve), Sanjay Gandhi (now Bor Tiger Reserve), and Pench (Pench National Park) are all located in Maharashtra. Gugamal is in Amaravati district, Sanjay Gandhi is in Nagpur, and Pench spans Nagpur and Ramtek. Bhagwan Mahavir is in Goa (Molem National Park), making it the incorrect option for this Maharashtra-specific question.