There have only been 2 (Rome, 2000 and Jeruselum, 2006) and the next one is due to be held in London in 2012 but the 4th World Pride will come home to Toronto in 2014.
World Pride celebration coming to town in 2014
http://www.theglobeandmail.com/news/national/world-pride-celebration-coming-to-town-in-2014/article1328774/