We're going to be getting something of a world map in the Conquest of Nerath boardgame, but that's not out for several months. But before that, articles detailing regions in that boardgame are getting released, the first of which Sarthel, City of Silver, should hopefully be releasing this week. I'm really really hoping it contains a little bit of the larger world map I'm waiting on.
Until then, here's a little bit of what we already know.
To the south of the Nentir Vale is the remains of the empire of Nerath. The next closest communities we know about are Moonstair in the Trollhaunt (Detailed in King of the Trollhaunt Warrens), and the Barony of Therund (also a little bit know about in same module.
There are several cities in former Nerath that we know of, detailed in Dragon Magazine articles.
Nera (also know as just Nerath) - some information about this in Dragon 393 - Legacy of Nerath
Erathium - A city of Nerath with some corrupt worshipers of Erathis, and some Avengers devoted to redeeming her faith (see Dragon 387: Class Acts Avengers, The Unbroken Circle)
The edges of the tiefling empire of Bael Turath went up to the east of the Nentir Vale, where Vor Rukoth is, and continued south until they met up with the Dragonborn empire of Arkhosia. One of the borders between them was in the lands east of the Gulf of Kul, also known as the Dragondown Coast, which has a little map and is well described in the novel The Seal of Karga Kul.
But ultimately, the campaign is yours. You can put adventure locations wherever you want, and not pay attention if articles released later contradict what you've said in game. I'm taking the different approach of keeping track of every little bit of information I can find about outside the Nentir vale, but it makes things hard when I want to figure out where things are in relation to each other.