One continent, several scenes.

All the tutorials I've seen so far deal with a single scene, usually an island. Can anyone tell me how you would go about creating an MMO with one large continent, divided into several zones that might each comprise a separate scene? Or even better, does such a tutorial exist?...

You can look up the various load levels functionality.

Application.LoadLevelAsync : This allows you to load a level in the background, and when the level is loaded, it will switch to the load level immediately.

Application.LoadLevelAsyncAdditive : This is most likely the function suitable for a MMO. As LoadLevelAsync, the level will be loaded in the background, but will not replace the current level. Rather, it is added to it.

Here's a link to the doc where you can find the API for the Application class.

Have a look at this sample, it should show you how to do what you need, with dynamically loading and unloading of the scenes as needed: http://beta.unity3d.com/joe/streaming/StreamingWorldDemo.zip

I downloaded the scene and it flags with an error I haven’t been able to find an answer to after a quick google search. The error is as follows:

Assets/Plugins/ZoneLoader.cs(131,17): error CS0246: The type or namespace name `AsynchronousOperation’ could not be found. Are you missing a using directive or an assembly reference?

If you know how to fix this it would be much appreciated.