"A gazetteer is a dictionary of place-names. Gazetteers describe towns and villages, parishes and counties, states and provinces, rivers and mountains, and other geographical features. They usually include only the names of places that existed at the time the gazetteer was published. The place-names are usually listed in alphabetical order, similar to a dictionary.
Gazetteers may also provide additional information about towns, such as:
The population size. The different religious denominations. The schools, colleges, and universities. Major manufacturing works, canals, docks, and railroad stations. Gazetteers can help you find the places where your family lived and determine the civil and church jurisdictions over those places. For example, Falkenberg, Germany, was a small village in the state of Mecklenburg-Schwerin. It had its own civil registration office, but the Protestants attended the Evangelical parish at Dömitz. If your ancestor was a Protestant from Falkenberg, a gazetteer can tell you where to look for your ancestor's civil and church records.
Some places in Germany have the same or similar names. You will need to use a gazetteer to identify the specific town where your ancestor lived, the government district it was in, and the jurisdictions where records about him or her were kept.
Gazetteers can also help you determine county jurisdictions".
Prussian gazetteer for the Regierungsbezirk Schleswig-Holstein based on the census of 1905 (Gemeindelexikon für das Königreich Preußen, Heft 8. How to read it (This is an example for the Prussian Province Hanover. However, the headings are the same for all Prussian province gazetteers).
A gazetteer of place names and parishes in Schleswig-Holstein as they existed from about 1867 to 1920 when they were under Prussian administration can be found on the Wiki in the article: Schleswig-Holstein: Place Names.
Topography for Holstein in alphabetical order based on the year 1802 by Joh. Friedr. Aug. Dörfer (International film 973231, item 3 at the Family History Library)
Topography of Schleswig in alphabetical order based on the year 1854 by Johannes von Schröder, Family History Library call number 943.512 E5sj
Topography of Duchies Holstein and Lauenburg based on the year 1855 by Johannes von Schröder and Hermann Biernatzki, Family History Library call number 943.512 E5sjh
Gazetteer for the Duchy of Schleswig based on the year 1861 by J.P. Trap, Family History Library call number 948.9 E2tr v.1 and 2
Historical gazetteers for Schleswig-Holstein are available under these references:
W. Laur. Die Ortsnamen in Schleswig-Holstein (1960 Gottorfer Schriften 6, mit einem ausführlichen Literaturverzeichnis)
Die sächsischen Ortsnamen in Schleswig-Holstein. In: H Jankuhn, Die Frühgeschichte vom Ausgang der Völkerwanderung bis zum Ende der Wikingerzeit (F.Hähnsen und A. Scharff. Geschichte Schleswig-Holsteins, Herausgeber O. Klose, 1955-57, 127 Bd. 3)
W Laur u. S Gutenbrunner. Die Ortsnamen im Landesteil Schleswig, ditto
L. Müller. Die slawischen Namen in Holstein, ditto
The following are available through Google Books:
These reflect the administrative structure as Duchies:
- Topographie des Herzogtums Schleswig (Lesser, 1853)
- Topographie des Herzogtums Holstein, des Fürstenthums Lübek, und der freien un Hansa-Städten Hamburg und Lübek (Schrödèr, 1841) 
These reflect the administrative structure under Prussia: