As previous poster stated, all alliances have gaps in their destinations. Since he did not explain about Skyteam Alliance, I will do my part to serve it up.

Skyteam does indeed covers Europe and Australia. Korean Airline usually covers the Australian market via Seoul (ICN)
Europe market is well represented by KLM, Alitalia, Aeroflot, Air France, and CSA. With your Skymiles, other awards partners includes Singapore Airlines and Emirates.
Northwest currently covers the Philipine and Continental covers the Guam region. Delta Airlines currently has a direct flight from Atlanta to Seoul.

With Skyteam, you can experience ICN and SIN, both has been voted best airports many years running.