Can you play event cards for no effect? Example being South Away, can you play the card even though there are no locations in play? Mainly I ask because I was looking for another 0 cost song for a love of tales deck I'm working on.

tl;dr: No.

Here's RR Ability :

Quote

A card ability can only be initiated if its effect has the potential to change the game state. This potential is assessed without taking into account the consequences of the cost payment or any other ability interactions.

Awesome thank you and makes sense