Unfortunately, this is Agatha's story, and Agatha's adventures (so far) are largely contained to central and eastern Europe.
In general, sparks aren't specific to Europe. They're everywhere. So every part of the world has it's own particular form of the madness to deal with. The largest hints of the scope are found in this panel, where Gil outlines the pros of the Pax Wulfenbach empire as opposed to it's nearest neighbors. Parallels to much of real-world history can be drawn, so it's safe to assume many of the empires in play through the last 500 years of world history are or were there, just with crazy Sparks in charge.
We know England is ruled by a queen, and it's spies are obviously around. We also know that the queen is technically or functionally immortal (the official title appears to be "Her Undying Majesty"). It is also likely via repeated references that some form of mind control is practiced on the population, although no idea what form it takes and how widespread. Some unspecified event has also lowered most of the landmass into the ocean; England is a series of islands now.
Being Othar's old home grounds, we have surprisingly little information from the comics. Othar once ran a Twitter feed and that contains the only (possibly non-canon) information. There is a Great Wall of Norway, and what used to be the city Oslo is now an ocean-filled crater.
Paris is a strong independent city-state, completely ruled by the Master of Paris (also known as Voltaire). It's a surprisingly free and enlightening city as long as you are not making trouble for the Master, and so has built up quite the trade market and economy, and a university without peer. If you are trouble, however, an unrestricted secret police force and Orwellian surveillance system will ensure you are disposed of with ruthless efficiency.
It's known that they're there, but there's no real other information. An early reference shows some academics are still trying to find out more. Tiktoffen mentions one of his employers as the Sons of Franklin during his long ranty list of employers, which shows someone has contact, but not much else.
The Polar Ice Lords are mentioned occasionally, but which region they occupy is unknown, other than "north" (could be referring to Russia, or actual Arctic population). Since they tax fire, presumably they are not kind.
Everything else -
- Italy is present and accounted for, with a few minor references, one being a Milan coffee engine, the other being the seven popes
- Nothing mentioned about Spain or the Iberian Penninsula.
- Africa is largely unknown, other than one explorer who travels with Master Payne's circus.
- Asia has an active empire out of China, which is about all that can be surmised from Dr. Sun's presence, and mention of the Forbidden City.
- The Heterodyne family ancestry can be traced back to invading Mongolians. Which might explain a lot.
- Bang might be from the Indian sub-continent, given the name and her skull decoration, which honestly doesn't bode well for that area.
- Australia and Antarctica appear to be complete unknowns.