Several champions have a region they're associated with. Factions even. Then there are several who don't. Will Riot create new regions like the Kumungu Jungle, or factions such as the Darkin or Demons, or will we just get updates from different champions from time to time?
Jax has been linked to Icathia in his short story.
Fiddlesticks is unafilliated still with him lurking on a farm.
Nocturne was last seen on the outskirts of Demacia near Freljordian territory, but he's not based in the area. He was just stuck until his next move could be made.
Story wise, Brand was last spotted in Shurima right before Xerath caused the cataclysm which sealed the kingdom's fate.
Shaco has yet to be determined.
They might update them when a fitting champ gets updated/released.
For example when they release a spirit champ,then they might update 
and maybe even 
and 
as well.(as demons are spirits as well)
Or now with the release of the Vastayachamps they might update the lores of several vastaya champs regardless of their regions(like 
and 
)
