Spy is technically unknown, but thought to be from France
Engineer is from the southern US.,
Soldier is likely from the east coast because he's just generally from the US and the east coast has the highest population
Scout is from Boston
Pyro is unknown, although some say he's from Poland
Medic was raised in germany, but moved. We know because he seems to have Jewish descent and he'd likely be dead had he stayed
Heavy is from the land of cheeki breeki and vodka
Demoman is from Scotland
Sniper is from the land down under