The Chicago Cubs Have Played On Five Continents

North America, Europe (London Series and 1889 exhibitions), Asia (Tokyo Series and 1889 exhibitions), Africa (1889 exhibition) Oceania (1889 exhibition)

Link to the photo of the exhibition game in Egypt by the pyramids:

https://www.mlb.com/cut4/nearly-130-years-ago-there-was-a-baseball-game-played-amongst-the-pyramids-in-eg