Every year First Lego League (FLL) is held in 3 different countries. I know that the world festival will be held in St. Louis, but where will the other two be?
Last year it was held in Germany and Canada.
The FLL World Festival is going to be held in St. Louis, MO, USA, on April 22-25, 2015 (http://www.firstlegoleague.org/event/worldfestival). This is the only official championship event held by the FLL.
Before the World Festival, various qualifying events are held all over the world. You can learn more about those events by searching on this page: http://www3.usfirst.org/whats-going-on
Unofficially, FLL partners hold Open Championships around the world. These events generally take place in the United States (in addition to the official World Festival), Canada, Asia, and Europe. For more information, visit this Wikipedia page: http://en.wikipedia.org/wiki/FIRST_Lego_League_Open_Championships