Sometime prior to the events seen in No One Lives Forever 2: A Spy in H.A.R.M.'s Way, the father of The Director lived in Kenya. He died there due to dysentery. The Director had to remind his Mother of how his daddy died.
At the English chemical plant owned by Dumas Industrial Enterprises, Cate Archer can hop on a train. If you stay on this train it will eventually "take you" to Paris, France; Warsaw, Poland; Nairobi, Kenya and Bangkok, Thailand before returning to the plant.
While interviewing Baron Dumas, Cate Archer was attempting to guess what some of the Baron's favorite hunting locations. Her first guess was Kenya, to which the Baron responded that he didn't speak any Chinese.
Kenya on Wikipedia