Microsoft recently announced the deadline for current Office 365 user's to request relocation of their data to their UK Azure data centres.
To do this, a service administrator should login to the Office 365 portal, select Settings then Organization Profile. Scroll down and you will find the Data Residency option box where you can now elect to have the data residing in the UK.
The deadline for requesting the move is 15th September 2017, and the move itself will apparently be completed within 24 months of the above deadline. That's a fair wait!
It should also be noted that this only applies to "Core" data that will be moved - although finding clarity on that particular topic is challenging. More details can be found here.