The Northeast
New York
Upstate
Southern Tier
Fingerlakes Region
East Midlands
England
Britain
UK
Europe
Thanks for bringing the Rest of the World into the discussion. 
Would you mind sharing your own personal view on the major “regions” (on the order of East Midlands) of England? Just as a start, how many of those areas are there, and what are they called if not “regions”?
Colliers
East End
Grand Cayman
Cayman Islands
Western Caribbean
Caribbean
North America
Way too cool!
Hey! Me too!! 
Upper mid-west.
I live just north of Flint, Michigan.
I’m in SE Michigan and about an hour from Detroit but not quite close enough to count as “metro Detroit.”
Global to local:
Earth
North America
Canada
Central Canada
Ontario
Southern Ontario
Peterborough
Ward 4
Ashburnham
Near the Tim Horton’s 
Well done! It’s like that zoom-out in Powers of Ten™ (1977) – but in reverse.
Lone Tree
Southwest Denver
Central front range of the Colorado Rockies
Western USA / west of the Midwest
North America
I suppose I am obliged to say something along the lines of “Rocky Mountain High”
Probably not. The Westside really is a Thing, even though its not an official government region. A big part of it is geographic. There are natural boundaries to the north, west and south (Santa Monica Mountains, Pacific Ocean, Baldwin Hills/Ballona Wetlands) which wall the Westside off from the rest of the city. The eastern boundary is cultural – it’s the boundary between ritzy, sedate Beverly Hills and trashy, vibrant West Hollywood.
Universe
Local super cluster
Local cluster
Milky Way
Spiral arm
Solar system
Sol
American super-continent
North America
Canada
Quebec
Montreal Island
Town of Mt. Royal
East of the tracks
H3P
I consider myself a-regional, and not even strongly American, having lived in a number of other countries, besides 14 US states.
I grew up in the upper Midwest, but with a southern father, and went to college in the deep south at age 17, so I think I have a working blend of Midwestern and Southern in my upbringing.
Midwest
Nebraska
Omaha
South Omaha
Leavenworth Street
Portland
Casco Bay
(Southern) Maine
New England
East Coast
New Englander transplanted to Nor Cal. I’m a Californian now, with a SF Bay Area focus, and a few New England roots that I treasure (but not enough to ever move back again). Sorry, Red Socks, but I’m a Giants fan now. I still route for you against the Yankees (anyone agains the Yankees), but I follow the Giants.
West Coast
California
Northern California
Bay Area
East Bay
Midwest. St. Louis Metro East.
I live closer to the Arch than many people within the St. Louis city limits. Nevertheless, I’m in another state, so it seems weird to describe it as “my” city, even though I’m there more days than not. Who else has this problem? New Jersey? Kansas City, KS? Folks on the Kentucky side of Cincinatti?
The American Southwest
High Desert/Plains
Land of Enchantment
New Mexico
North Central NM
Albuquerque (or God Puked and Here We Are)
Northeast Heights
Lower Blue Mountains
Blue Mountains
New South Wales
Australia
Australasia
Oceania