Slight tangent, because why not.
MASH and Hogan’s Heros are the only American sitcoms I can think of that were set in foreign countries. Any others?
Perhaps add The Good Place to the list?
McHale’s Navy - Taratupu (fictional islands just north of New Zealand) and Italy (last season)
There was a short lived sitcom called Cafe Americain, about an American woman living in Paris.
And Outsourced, set in Mumbai, India.
ETA: Was Gilligan’s Island within US territorial waters?
Welcome to Sweden is set in, well, Sweden
Brian
Responding to myself, I just remembered that Get Smart is based in DC. I do so cherish these exchanges.
Roc had a good run, Good show while it lasted
To Rome with Love, starring John Forsythe. Don’t worry that you never heard of it, despite the fact that it dragged on for two seasons (1969-1971), no one watched it. It is barely a trivia note as the show that had its time slot changed to make room for All in the Family.
MASH was set in Korea.
I remember To Rome with Love. As I recall, it was on around 7:30 Sunday evening, which was (and still is, IMHO) a dismal time slot.
Gilligan’s Island was hundreds of miles from Hawaii, so it was in international waters. As I recall, the exact location was mentioned several tines but not consistently.
Not Taratupa? 
A couple more service “comedies”: Ensign O’Toole (1962–63) and The Wackiest Ship in the Army (1965–66). Both were set mainly on board ship or in other countries. The latter had some similarities to MASH (no laugh track, characters dying).
Not that one should expect verisimilitude in Gilligan’s Island, but the Hawaiian island chain extends northwest some 1,500 miles from the state to Kure Atoll, just past Midway Island.* Although not part of the state of Hawaii they are considered US territory.
*But Midway itself is not considered part of the chain for reasons unfathomable to me.
As I recall, every time they gave a location, it was southeast or southwest of Hawaii, so presumably not part of the Hawaiian chain.
Do sitcom cartoons (a la Flinstones, Simpsons) count? If so, The Great North (2021-present) takes place in Alaska.
The Conners (2018-present) (the Roseanne spinoff) takes place in Illinois.
It’s theorized that Leave It To Beaver takes place in Mayfield, Ohio but ultimately the location of Mayfield is ambiguous like The Simpsons’ Springfield.
Not to be confused with the Springfield where Father Knows Best was located. At least I hope not.
Comedy, yes. Situational comedy, no.
This beats out Hello, Larry by 8 days. Delta House premiered January 18, 1979, and Hello, Larry premiered January 26. But Hello, Larry lasted two seasons, while Delta House was canceled after 13 episodes.
The latest sitcom in Oregon I know of is Everything Sucks on Netflix - one season released February 16, 2018.
For Washington state Here Come the Brides. 1968 to 1970.
Here Come the Brides (TV Series 1968–1970) - IMDb"
The bluest skies I’ve ever seen were in Seattle, in Seattle Theme song written by someone from LA probably.
Does Aqua Teen Hunger Force count as a sitcom? If so that’s set in New
Jersey.
From what I can tell the earlier mentioned Charles in Charge is the earliest one.
If Ramy can be considered a sitcom that would be the latest. It’s still in production. It gets nominated in the comedy category.
For Tennessee:
Delta (Delta Burke’s show after she was canned from Designing Women), 1992-1993
Still The King (Billy Ray Cyrus as an Elvis Impersonator) 2016-2017