Q:

How to set AWS SNS SMS notification from Mumbai Region?

AWS does not support for SMS service in Mumbai region. but I need to do this , when I try to create cloud watch alarm in send notification settings i copied the ARN of SNS topic which is in virginia but it show the error message something went wrong , is there any way to do the same please share your idea

A:

No, you can't do it. CloudWatch will only publish to SNS topics that are in the same region as your cloudwatch alerts/alarms.
But you can have a workaround similar to this answer
Similar to the solution, you can create the following resources:
> CloudWatch Alarm   (ap-south-1) 
>  -> SNS            (ap-south-1) 
>  -> Lambda         (you can have this in any region, cross region lambda can be invoked from sns)
>  -> SNS            (us-east-1), invoked from lambda
>  -> SMS subscriber (us-east-1)

UPDATE
AWS confirms this is not possible https://forums.aws.amazon.com/thread.jspa?threadID=130530.
Verified that it's still not possible to publish to SNS topics in another region. I tried to create a CW alarm in ap-south-1 to send alerts in a topic in us-east-1, 
[ec2-user@ip-**** ~]$ aws cloudwatch put-metric-alarm --alarm-name TestSMSAlarm --alarm-description "Test Alarm turned ON" --alarm-actions arn:aws:sns:us-east-1:*****:Test --metric-name HealthyHostCount --namespace AWS/ELB --statistic Maximum --dimensions "Name=LoadBalancerName,Value=awseb-e-z-AWSEBLoa-****" --period 300 --evaluation-periods 1 --threshold 1 --comparison-operator LessThanThreshold --region ap-south-1 
and below error is what I got:

An error occurred (ValidationError) when calling the PutMetricAlarm operation: Invalid region us-east-1 specified. Only ap-south-1 is supported.

SMS is now supported in below regions, from SNS FAQ:

Which AWS regions support Worldwide SMS?
1) US-East-1 (Virginia), 2) US-West-2 (Oregon), 3) EU-West-1 (Dublin), 4) Asia Pacific (Tokyo), 5) Asia Pacific (Singapore), and 6) Asia Pacific (Sydney).

