In addition to the books Crunch mentioned, if you're going globetrotting then Conspiracy Theories will have info on London. There's nothing newer than the Tir Nan Og book for our favorite redhaired elven land. Most of Africa is uncovered, so you can make things up (though everything there makes Redmond look like paradise). The Aztlan book is outdated (Big D was still around), but is the only thing we got on that place. Tir Tairngir is still a solid book, especially with the Land of Promise updating things that have changed. I don't think there's anything on Australia since Target: Awakened Lands except maybe a mention in Hazard Pay.
Cities (I know of) that have gotten a full writeup in 4th: Seattle, Hong Kong, Neo-Tokyo, Los Angeles, Las Vegas, Montreal, Denver, DeeCee, Manhattan, London, Lagos, Chicago, Bogota.