Surname Savoy is a cultural-historical region in the Western Alps. Situated on the cultural boundary between Franco-Provençal, Occitan and Piedmontese, the area is now divided by the French-Italian border. It extends from Lake Geneva in the north to the Dauphiné in the south. So that means either Swiss of France. Hope that helps. Make of it what you will. 8>)
You left out this bit:
The current border between France and Italy is due to the Plombières Agreement of 1858, which in preparation for the unification of Italy ceded western Savoy to France, while the eastern territories in Piedmont and Liguria were retained by the House of Savoy, which was to become the ruling dynasty of Italy.
So, Savoy was also the name of the modern kings of Italy. There remains a House of Savoy today, although they are sadly reduced in dignity. Soap opera quality.