There are 9 realms in Norse Mythology. If we assume Askr and Embla represent Midgard, than we've been to 5 or 6 (Midgard, Niflheim, Muspellheim, Helheim and Alfheim (possibly also Svartalfheim if they're going with Dark Elf meaning instead of the Dwarf meaning)). That leaves Jotunnheim, Vanaheim and Asgard. I'm not sure what they could do with the realm of giants, although the exact meaning of Jötunn is kinda flexible. And they'd probably do Asgard and Vanaheim at the same time. So maybe two more books left?
Or a surprise twist could be that the World of Steel is Midgard and we end there