I have spent the day discussing this several SAS Grid deployment experts about the pros and cons of doing this. The main issue is sharing data between the different regions. If this is not a requirement, then yes you can setup dedicated SAS Grid nodes in local regions that can only access the data that is locally attached to their dedicated SAS Grid compute node. This is currently being done successfully by a global insurance firm.
However, if you want to keep certain aspects of SAS Grid (authentication, web services, metadata, ...) in a single location for all the regions to us, then the latency to access the data in this centralized location has caused major performance issues and many upset SAS Grid users. The latency overhead of accessing data across slow WAN connections make SAS Grid unusable for many customers.
So, with a good understanding of where the data is and setting up the system to keep the data transfer across WANs to be minimal, this can work.
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