Behold:
Gardens of the Moon mostly takes place on the continent of Genabackis. Darujhistan and Pale are located there. Malaz City, Itko Kan and Unta are all on the continent of Quon Tali.
Deadhouse Gates,
House of Chains and the first two-thirds of
The Bonehunters take place in Seven Cities.
Memories of Ice, the opening quarter of
House of Chains and the forthcoming eighth book,
Toll the Hounds, take place on Genabackis as well.
Midnight Tides and the forthcoming seventh book,
Reaper's Gale, take place on Lether.
Erikson has refused to divulge where the ninth and tenth books,
Dust of Dreams and
The Crippled God, take place. Assail and Korelri, although mentioned in Erikson's books, will apparently only be visited in Ian Cameron Esslemont's novels.
The above map is roughly accurate (confirmed by Erikson himself), but the outlines for Assail, Korelri, southern and eastern Lether, western Seven Cities and southern Genabackis are all pretty speculative. The relation of the continents to one another is pretty accurate, apparently.