Quick answer: spin-up a few VMs in different Azure regions, then ping your SharePoint tenant. The moment you see 1ms ping you know the tenant exact location.

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Microsoft says: “Customers should view tenant specific data location information in your Microsoft 365 Admin Center in Settings | Org settings | Organization Profile | Data location.”
And it might look like:

That’s accurate to the geography (e.g. US, UE, AP), but not to the region (for instance – “Central US”, “UK West” or “Australia Southeast”).
In other words, If you know your data are in the US, you do not know where exactly – East/West/Central or South US.
Meantime when you create an Azure resource (e.g. Virtual Machine) – you can select specific region.

How do I know – where is my Microsoft 365 tenant actually located?

Can we just ping the tenant, analyze result and find Office 365 tenant region?
Luckily, SharePoint tenant is pinging with just
PS>ping tenantName.SharePoint.com
I have tested 5 regions and 4 different tenants:

ping from/to (ms)	tenant 1 (US)	tenant 2 (EU)	tenant 3 (US)	tenant 4 (US)
North Europe	73	17	96	101
East US	1	83	39	31
Central US	22	114	23	23
West US	63	146	36	33
South Central US	31	112	1	1

So I figured it out:
My o365 tenants #3 and #4 regions are South Central US (Texas, San Antonio),
tenant #1 resides in East US.

Why do I need this?

Imagine you are running heavy reports against your tenant.
So probably you want your code running as close as possible to your tenant.
For this, you can spin-up a VM in Azure or use Azure Functions – just select proper region 🙂
(please check also “Long-running PowerShell reports optimization in Office 365“)

References:
– Where your Microsoft 365 customer data is stored