If you're not getting any script errors and you don't see a debug error from SPServices, then there must be something off in your data. What does the States list look like? It should be two columns (or more), where Title contains the name of the State and Region is a lookup column to Regions.Title.
Also, if your page is in the list's context, you don't need listName: “Locations”,
M.
Also, if your page is in the list's context, you don't need listName: “Locations”,
M.