This page at U2.com seems to show where each of the CD tracks were recorded:
http://www.u2.com/static/index/index/content/u22_landingpage(As of 29 May)
U22 - THE DOUBLE-LIVE CD FROM U2360°
22 TRACKS SELECTED BY U2.COM SUBSCRIBERS
DISC ONE
1. EVEN BETTER THAN THE REAL THING
Recorded at Estadio Azteca, Mexico City, 15th May 2011
2. THE FLY
Recorded at Spartan Stadium, East Lancing 26 June 2011
3. MYSTERIOUS WAYS
Recorded at Cape Town Stadium, Cape Town 18 February, 2011
4. MAGNIFICENT
Recorded at Stadion Letzigrund, Zurich, 11 September 2010
5. UNTIL THE END OF THE WORLD
Recorded at Estadio Azteca, Mexico City, 14 May 2011
6. I STILL HAVEN'T FOUND WHAT I'M LOOKING FOR
Recorded at FNB Stadium, Johannesburg, 13 February 2011
7. STAY (FARAWAY, SO CLOSE!)
Recorded at Soldier Field, Chicago, 5 July 2011
8. ONE TREE HILL
Recorded at Mt Smart Stadium, Auckland, 26 November 2010
9. BEAUTIFUL DAY
Recorded at Stadion Maksimir, Zagreb, 10 August 2009
10. ELEVATION
11. BAD
DISC TWO
12. ALL I WANT IS YOU/LOVE RESCUE ME
13. THE UNFORGETTABLE FIRE
14. ZOOROPA
15. CITY OF BLINDING LIGHTS
16. MLK/WALK ON
17. ONE
18. WHERE THE STREETS HAVE NO NAME
19. ULTRA VIOLET (LIGHT MY WAY)
20. WITH OR WITHOUT YOU
21. MOMENT OF SURRENDER
22. OUT OF CONTROL