How do I add new rows to a new table where there isn't an existing row that matches the foreign key?

I want to create records in a table with a value for every matching record in another table  but only if there isn't already a record.
So for the following :
Customers                  Locations      
CustomerID                  CustomerID      Location
1                  2      Unknown
2                  3      England
3                  4      Spain
4                        
5                        

I would like for the sql command to end up with the tables looking like this:
Customers                  Locations      
CustomerID                  CustomerID      Location
1                  1      Unknown
2                  2      Unknown
3                  3      England
4                  4      Spain
5                  5      Unknown