I think the best solution is to have a general map in the inventory, or a skill allowing a player to access the information native to a resident of any world.  By the time of adventuring age, most characters will know that they are in city X, while city Y is to the West, city Z to the South, etc.  Map or skill showing the exact location of shops, etc. would be a bit of a spoiler, but general knowledge of the world in which one grows to maturity would be acceptable, if not \"given\" from a RP perspective.

Just a thought...