As Robb states above, "Ashbury" is the name of the duchy where the game for the HQ chapter takes place. Other chapters throughout the country have their own realms or lands with other names. All of the games take place on one "world," but are separated by huge distances. For logistical reasons, the only way to travel from one chapter to another (for example, from the Duchy of Ashbury to the Deadlands) is through the "mists," a magical nebulous kinda like a space "worm hole."
Each chapter may have many different realms within their own. For example, the HQ chapter has the Duchy of Ashbury which is within a larger kingdom which in turn is flanked by other realms and countries led by other politcal entities. Even within the Duchy of Ashbury, there are baronies and freeholds.
I think most people would agree that the best way to understand the game is to come and play as an NPC for an event. The cost is minimal and the fun is extreme, so it's a great value.
I hope this helps!
--- Eric Stehle / Ivan Drake