With today being EN World Chicago Gameday 30 (we do three a year for the last decade), I thought I might provide some links to sites where there are gaming events elsewhere in the world. If you have more, add them as comments and I'll add them above in the main post to keep a running roster that can be checked out from time to time.
First, a quick nod to the wiki on the matter. It discusses game conventions in general and links to more specific topics. It also links to the granddaddy of sites on conventions, GamingCons.com. The UK RPG Convention Calendar at philm.demon.co.uk is quite useful to those in that area or wishing to travel there. The Open Directory Project has a fair selection as well.
I'll add some more over time but this is a good start. Thanks for any assistance!