Meh - I haven't actually done it yet (I've got about a million plotbunnies all over the place), but I think it would, in fact, be quite far out there, unless I get Merlin traveling, and get him to travel the world using magic as a 'shortcut'.

...though to that end, I've gotten visions of him ending up in the Americas largely by chance and learning magic from there (consider the Native Americans connections with animals, it would largely explain his more 'natural' magics in the legends), there, as well as Africa and East Asia and all that...

:D