Primary Frequency Control (PFC) is a fast acting mechanism used to ensure high-quality power for the grid that is becoming an increasingly attractive option for load participation. Because of the speed requirement, PFC requires distributed control laws to be used instead of a more centralized design. Current PFC designs assume that costs at each geographic location are independent. Unfortunately for many networked systems such as cloud computing, the decisions made among locations are interdependent and therefore require geographic coordination. In this paper, distributed control laws are designed for geo-distributed loads such as data centers in PFC. The controlled frequencies are provably stable, and the final equilibrium point is proven to strike an optimal balance between load participation and the frequency's deviation from its nominal set point. We evaluate the proposed control laws with realistic numerical simulations. Results highlight significant cost savings over existing approaches under a variety of settings.