Baldocks in England would have originated from the town of Baldock, and McCloy originally from Scotland. However, today they can be found all over the world. Indeed, one branch of Baldocks are known to have started in America, where there is also a town called Baldock.
Having so many locations worldwide where these families have settled is best shown on my McCloy-o-meter and Baldock-o-meter. These show all locations past and present:

McCloy-o-meter:

Baldock-o-meter: