If you open up the atlas and zoom all the way out it says that Mega City IS the matrix. The simulation is an illusion, you can be made to think anything the machines wish you to but you where always in Mega City before your awakening. Well that is assuming that the "one" cycles where not closer than we had imagined, but that is a canon question for the writers that we could only speculate on.
For the sake of our little game universe, the Megacity is the Matrix and we can go to four Districts there. Period. For the sake of Fanfic, Player Events and RP, mention the world. No one should even call you on it and if they do, mention Morpheus at Heathrow Airport, the Arabic alphabet on Neo's screen, Japan in the Animatrix and etc. At the very least bluepills and redpills know about the rest of the world even if they've never been there. My own background details, written when MxO was a gleam in Ubisoft's eye, mention a post-college trip thru Europe to find myself, which led to paranormal encounters and my bluepill life chasing after exiles.
For the sake of our little game universe, the Megacity is the Matrix and we can go to four Districts there. Period. For the sake of Fanfic, Player Events and RP, mention the world.
Based on what Agent Pace said in one of the post-Unlimit issues of the Sentinel about Caboclo's memories of Brazil, everything outside of Mega City is just planted, artificial information.
That tagged along with a "Ask the Devs" question awhile back Rarebit mentiond they he couldn't say how big the Matrix was exactly but that the majority of it was just of the Mega City the mountains, and little bit around the city. Sorry Euro's There is no Queen.,