I have a lumia 1320, I did the update to the denim version, I changed the region, the language and the keyboard, all for English (United States), and does not work Cortana.
You need to download the language pack in your settings for it to come with the Cortana update. Go to speech => Speech language => choose language pack. I did this but my phone hang on the cog wheels. I just removed my SD card and it installed fine and put it back after restarting.