Nintendo just updated the Mario Odyssey site to hype up the game:
http://supermario.nintendo.com/
On the "Explore the Map" page, it shows the various regions in the game along with the respective areas that can be visited within those regions:
Cascade Kingdom - Fossil Falls
Sand Kingdom - Tostarena
Wooded Kingdom - Steam Gardens
Lake Kingdom - Lake Lamode
Metro Kingdom - New Donk City
Seaside Kingdom - Bubblaine
Luncheon Kingdom - Mount Volbono
Snow Kingdom - Shiveria
Cap Kingdom - Bonneton
And the previously teased but now confirmed:
Mushroom Kingdom - Peach's Castle
Official site's background image for confirmation: