Most rental companies only allow their vehicles to be driven on sealed/bitumen roads.
In addition, note the following restrictions regarding specific areas:
Mexico - With the exception of El Monte, travel to Mexico is prohibited in rental vehicles.
Death Valley - Restrictions can vary between suppliers but is generally allowed. However, travel may be restricted during certain times of the year. Check with your rental supplier for full details.
New York City/Downtown Manhattan - RVs are generally not allowed due to vehicle height restrictions around the city.
Canada - RVs are generally allowed; however, travel to certain locations may be restricted during colder seasons.
If you take your vehicle where it is not permitted, you will be liable for all damages incurred and an additional fine may be imposed.
Check your rental agreement for any further restrictions regarding your RV rental.