Radon is a naturally occurring gas created during the decaying process of uranium. 

Uranium deposits, and therefore radon, can be found throughout the world.  These deposits are at varying depths and of varying quantities.

When the uranium goes through the decaying process it becomes many other elements along the way.  One of those elements is radon gas.

Radon gas tries to escape the earth and enter the atmosphere.  It does this by following the path of least resistance much like the way water or smoke would travel.  Due to that behavior, knowing where radon will surface is difficult since so many variables can determine the path and variations in its path as it makes its way to the surface.

Deposits of radon are found in all 50 states.  The only way to know the level of radon present in your home is to test for it.

Presidential Cancer Panel Calls for Greater Action on Radon [April 2010] The 2008-2009 Annual Report of the President's Cancer Panel, entitled "Reducing Environmental Cancer Risk: What We can Do Now" (PDF, 240 pp., 7.3 M) has been released. The Report highlights the risks from radon and states that "the cancer risk attributable to residential radon exposure has been clearly demonstrated and must be better addressed." The Panel includes several far-reaching recommendations to reduce radon exposure in the U.S., including lowering the EPA action level, requiring radon-resistant techniques in new home construction, more research for improved accuracy and reliability in radon testing methods, and mandatory testing and disclosure of radon levels in schools, daycare, and workplaces.