The light blue island is Joke's End, the one below it is Oho Oasis, and the ones to the northeast of it, between it and Dinosaur Land, are DK Island, Crocodile Island (former site; it sunk at the end of the game, IIRC), and the Northern Kremisphere, from DKC 1, 2, and 3 respectively. The island to the west of Giant Land isn't labeled, but it could be the island world from NSMB. The tiny dot to the immediate east of Giant Land is Tiny-Huge Island. The orange spot in the S. Mushroom Kingdom is Gritzy Desert, since I figured I'd already put enough desert on the north.
I don't recall whether compass directions were ever given in PM. M&L had several overworld locations named by their compass directions, such as "NW Beanbean," but I don't know whether any other game, other than Luigi's recaps of his adventures in TTYD, gave labeled compass directions. The main reason I've decided SSS and SDF should be separate is because if they're connected, the Beanbean Kingdom seems far too close to Toad Town to require the Koopa Cruiser to get there.
Here's an album with all the close-up shots I took so far:
http://messiah.facebook.com/album.php?aid=2032044&l=efaee&id=55303319