Season 1: Takes place in Seattle, the primary story consists of an up-and-coming new rival to DocWagon, many missions relate in some way to that...
Season 2: Takes place in Denver, I don't know the story off-hand, but I believe it relates to the crime syndicates in Denver and features challenges based on the difficulty of operating in the independent districts.
Season 3: New York. Relates a lot of missions to the various corporations that operate in Manhattan which is heavily corporate controlled. There is a Neo-Anarchist subplot as the various corps have you do things in/around the city.
Season 4: Seattle. There are two major plot-lines. Ork Underground and Artifact Rush. In the Ork Underground missions (odd numbered ones) you work various jobs related to the up-coming vote about whether or not the Ork Underground should become an actual district of Seattle. The Artifacts Rush missions (even numbered ones) relate to searching out various magical artifacts and returning them to one of the corps/organizations that have an interest in them.
Seasons 5-8 are Chicago, the Neo-Tokyo storyline will be starting with Season 9 which will premier at Origins this year.
If you are interested in knowing the basics of the Chicago storyline, you can read up a brief synopsis of the themes present in those missions in the SRM FAQ. It does a better job than I could explaining it.
And yes, there is a conclusion to that storyline in Season 8.