I agree with Zev that this used to work sometime in the past - click on a location that contains sublocations and you drill down into that geomap.
Andrew's point about setting the base location is correct but you either have lots of GoogleMap apps setup on your Dash or you need to change the Base Location on-the-fly to drill down.
Oh - and btw - the prompt on the window to set the bsae location is inconsistent - sometimes you can just click the window and immediately get a dropdown of all your locations; sometimes you can start typing .... /L .... and it prompts with the dropdown, other times it just doesn't seem to want to help.
I have just confirmed that the drill down into sublocations WAS the behaviour with Zenoss 3.1.0 - though there didn't seem to be a way to get back up to the parent location without refreshing the Dashboards web page. It also had the googlemaps arrow keys for moving and + and - buttons to zoom in/out - all of which are now missing in 4.2.x.
Cheers,
Jane