True. A little Googling answers all the questions.
Warriors are from Khanduras. Rogues are members of the Sisters of the Sightless Eye, whose monastery we visit in Diablo II. Sorcerors are, as I thought, members of the Vizjerei mage clan.
The Amazons are from a group of islands in the Twin Seas, near the Great Ocean. (Very creative names, Blizz.

) We're well acquainted with the Barbarians being from the Arreat area, particularly Harrogath. Necromancers are the "Priests of Rathma", and have an underground city in the jungles of the Far East. The Paladins are those disciples of the Zakarum who rebelled against the corruption, and were thus ousted and sent West. The Sorceresses are of the Zann Esu mage clan, which is strictly female. They're trained again somewhere in the eastern jungles, although they might be born anywhere in Sanctuary.
The Druids were once of the same ilk as the Barbarians, but chose a different source of strength, and hung around away from Mt. Arreat at a place called Scosglen. The Assassins are of an order called Viz-Jaq'taar that was formed by the survivors of a schism in the Vizjerei to police the powerful mages. There's nothing said about their origins.
That's what a little searching can do for your answers. I don't think I can link my source here, because I think they also host a forum. But you'll find enough searching for "diablo manual classes" or something.