The map in my head doesn't have continents in the literal sense, but I did break up the worlds into "regions" in different cardinal directions, based on their look and general atmosphere rather than the supposed nationalities of the inhabitants. For example, the western part of my map is the City, featuring more modern and industrial-looking urban areas, then there's the Desert, the Countryside, and the Highlands, each with its own capital, and the other worlds being suburbs or just other towns in the vicinity.
City (West):
San Myshuno (capital), Evergreen Harbor, Newcrest, Magnolia Promenade, Willow Creek
Desert (South):
Del Sol Valley (capital), Oasis Springs, StrangerVille, Selvadorada, Sulani
Countryside (East):
Windenburg (capital), Brindleton Bay, Britechester
Highlands (North):
Mt. Komorebi (capital), Granite Falls, Glimmerbrook, Forgotten Hollow