We run a pair of servers both storing everything. It's the least that can be done to have any resiliency.
I would love to distribute the data, preferably per continent, but prometheus didn't have a good story on sharding. Running independent dataset is worthless in practice without the ability to aggregate. Also, the more servers the more expensive (and they're not easy to procure). Running 6 prometheus servers is in the same ballpark as paying for datadog, so might as well just pay for it.