Title pretty much says it all - for the "A Continental Fellow" achievement, you need to finish the game from each of the starting locations, but I don't recall which ones I've missed!
There is no in-game way to know, unless you've kept saves from previous games. If you can get to the mission control from one of those saves, you'll see your base on the globe.
If you're a FAQ-reader, there's a good chance you've skipped South America (people hate on it a lot). Otherwise you're sort of out of luck.
Also note that if you've mixed EU/EW playthroughs, it may not combine well. You probably have to do all five in either EW or EU.