The cellular connection for the Dash Express, the new GPS navigator featuring two-way connectivity, is provided by Jasper Wireless. The coverage map above, shows where Jasper Wireless works. A version of the map that you can pan and zoom is featured on the Dash service page. Please note that although the map shows Jasper coverage in Mexico, Dash says that "currently, Dash Express is only available in the United States." It is unclear whether or not service stops at the border.
I'm a little surprised at how spotty the coverage is. There are large parts of the U.S. without coverage, and many places where it simply follows Interstate highways. All the country's major metropolitan areas seem to have coverage though, and after all, Dash has billed this as a device for commuters.