The North Sea is the one that doesn't fit in the list.
The North Sea is located between Britain and Scandinavia, off the northeast coast of Europe.
The Mediterranean borders on Western Asia (though we usually refer to countries in that region as the Middle East).
The Aral Sea has been shrinking, and that's a problem for the region. The location is between Kazakhstan and Uzbekistan.
The Caspian Sea lies between Europe and Asia.