On top of which is that there's no real need to expand the setting. You've already been given four towns to journey to (Fallcrest, Winterhaven, Harkenwold, and Hammerfast), various named "dungeon areas" (Kobold Hall, the Keep on the Shadowfell, Thunderspire Labyrinth, the Temple of the Yellow Skulls, the Ruins of Fastormel), and two lakes, two mountain ranges, two forests, three hill ranges, three rivers and a swamp. The only things you haven't been given is an ocean, volcano, and desert. What else do you need in the setting for your characters to play in? Or that you can't get by plopping the Vale into any of the other settings that are out there (like the Realms, Eberron, or Greyhawk?)
I'm currently running my campaign in the Vale and have little to no intention of ever sending the players out of it... because I think there's a great flaw in many DM's thinking that "bigger" equals "better". It's somehow "better" if the characters can travel across a continent when looking for new dungeons and towns to go, than it is if they were all clustered together in one 100x250 mile swatch of land (which the Vale is.) It's a ridiculous assumption, and wholy unecessary. And as mentioned above, if it's something you feel you need to have... there are plenty of campaign settings out there that can give it to you. There's no reason to waste the time trying to do it to Nentir Vale.
I'm currently running my campaign in the Vale and have little to no intention of ever sending the players out of it... because I think there's a great flaw in many DM's thinking that "bigger" equals "better". It's somehow "better" if the characters can travel across a continent when looking for new dungeons and towns to go, than it is if they were all clustered together in one 100x250 mile swatch of land (which the Vale is.) It's a ridiculous assumption, and wholy unecessary. And as mentioned above, if it's something you feel you need to have... there are plenty of campaign settings out there that can give it to you. There's no reason to waste the time trying to do it to Nentir Vale.