I have a map of the U.S. that I modified, somewhat dramatically, to represent "my world" of Terra Ursa. on that map, I began to fill in names of countries and lands that occupy the states of the U.S.
For example, Where Nebraska should be, is a country called "Plainsland". I didn't get too far with the designations, just a few to get things started off with and as gaming has gone on, I have filled in information about the places I did start and have begun to fill in the blank spaces on the map as well.
Just recently, I was in a ponderous mood and began to fill in more details of the country just above Plainsland, called Nishland (this occupies South Dakota's place on the map).
At first, I only wrote that Nishland was ruled by a group of Clerics and that Paladins served as the law enforcers of the Clerics there (otherwise, I personally see very little use for Paladins).
As my son and I talked about this for awhile, we decided that Nishland is a land of Vikings. The Norse deities are observed there and the Clerics of those deities are the leaders of the land. Each of the greater gods has a state in the country that is devoted to that deity and temples to related deities can be found in those as well.
For example, in the state of Thor (named for the Norse god of thunder) you will find that the Clerics of Thor are in charge and the temples and halls to Thor dominate the landscape. However, you will also find temples and halls dedicated to Sif (Thor's wife) as well as to Magni and Modi (Thor's son's) there also.
There is even a state for Loki there and it is watched cautiously as it is the one state in the country that holds the most potential for trouble.
After having decided to use Nishland for Viking people, we decided it would be fun to have the Frost Giants have been expelled from Nishland to a magically bordered land to the north of it (where North Dakota would otherwise be) referred to by those of Nishland as "Jotunheim" as a tribute to the Jotunheim of the plane of Gladsheim.
The Frost giants therein are descendants of the Jotun giants (as described in the OSRIC Manual of Monsters) and are led by a king and queen who maintain their Jotun characteristics.
Jotunheim above Nishland is an ideal place to find all kinds of cold weather terrain monsters and adventure.
In another area on the map, my son in his DM debut decided to take a place from the module he ran and use it extensively. so, In the spot for Wyoming, a country called Doragon was founded. A land of dragons and an ancient line of kings. The current Ruler is Vladimir Pendragon. Lots of elves and dwarves live in this region s it is hilly and rocky with small mountains then levels out to a heavily forested land.
We don't have all the details ironed out but then again, that's by design as much of it we make up on the spot as we need to then add it to WikiMage, my online home for my game.