Depending on the game, not many games will actually display a server name other than what game type it is and how many players are in it however you can usually see what servers are Oceanic and what servers arn't by seeing viewing the ping values.
Of the 3 online games I have on my PS3 they work as follows:
Warhawk - Allows you to edit your filters to only show servers with 100ping or less. (Awesome).
Resistance - Shows a small flag next to the server name to indicate what country the game's getting hosted from. (Awesome)
Motorstorm - Allows you to log into an oceanic server list which will only display games hosted in Oceania. (Really awesome).
With the above mentioned games I have never had a problem with playing only against other players from my region.
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