In general that does not matter. The processor should work fine everywhere you take it I guess.
One thing you may consider is about the warranty, sometimes if you trying to replace processor in a different geagraphic location while you bought it in another location, sometimes you may not always get it replace directly via intel, they will tell you to contact your point of purchase. However this is very rare though. Nothing to worry much as far as i know.
If I am wrong, some people may correct me.