I really like that the geography of Dredd's world (and even that of Mega-City One) is sketchy, and I wouldn't like it to be pinned down any more than it is at the moment.
The vagueness gives the writers a huge amount of freedom to introduce new locations to fit whatever story they're writing, and not be restricted by what someone else dictates. I love those little throwaway lines that Wagner drops into his scripts that suggest faraway places that we don't get to see. A good example of this is in Sin City where there are references to the terrorist Ula Danser committing atrocities in Vienna - it gives very little information - the details are left to the reader's imagination, which can often work better than explicitly showing everything.
I read a good William Gibson interview once in which he discussed this concept - there are lots of bits in Neuromancer that reference this great conflict that took place previous to the story - again the writer very deliberately gives us little information - mentions of commando teams flying micro-light aircrafts into Norway or something - vivid, evocative images that again force the reader to use their imagination.
Also, there's the fact that Dredd is Mega City One (and to a lesser extent the Cursed Earth) - his overseas (or interplanetary) excursions are rarely memorable.