Relay For Life is a worldwide movement which started in the USA. The American Cancer Society oversees Relay for Life events in some 20 countries worldwide.
In Malaysia, Relay happens in Penang, Kuala Lumpur and Malacca). If you are in another state, why not organise a Relay there? Relay Malaysia can help in advising what to do; check out www.relayforlifemalaysia.com.