From the publisher:
The Nentir Vale is a frontier area with sparse population and lots of monstrous threats. That makes it perfect for adventuring. Last month, we offered three potential dangers to the Vale; this month, we return once more to better introduce your players to Fallcrest and the surrounding lands!
The Nentir Vale is the default (or implied) setting for 4th Edition Dungeons & Dragons. Products set in the Nentir Vale don't contain any special Nentir Vale branding or trade dress, but 4th Edition products are generally assumed to be set in the Nentir Vale unless otherwise specified in the product. The Conquest of Nerath board game is also set in the same world as the Nentir Vale, and the Nerathi Legends series of articles that ran in Dragon 398-406 expands substantially on the world in which the Vale is located.
In addition, the series of Chaos Scar adventures published in Dungeon magazine are also part of this setting, since the Chaos Scar is located in the Nentir Vale.