SQL Server 2012 Reporting Services has maps for the United States only. Fortunately, it allows shapefiles (map files) to be imported to reports. You can find plenty of free and commercial shapefiles over the internet.
The shapefile for the world map used in this demonstration is downloaded from VDS Technologies. The downloaded files include
world.shx. You need all these files for the map to work in your reports.
VDS Technologies website is http://www.vdstech.com. Please check the site for information on using their maps for your projects.