Technically, didn't Vanguard have installations all over the place, both in/around Paragon City and in the Rogue Isles? All those locations where the guys were saying "psst! <Hero/Villain Name> We need to talk to you!"
They weren't huge bases or anything- often little more than a building with a portal to the RWZ in them- but their mere presence would seem indicative that Vanguard had a presence all over the world, and not just in RWZ.