The Answer:

Major League Baseball Rule 1.04 states: "It is desirable that the line from home base through the pitchers plate to second base shall run East Northeast."

So there's really no "must." But it's suggested that way for sun purposes.

Also, that's where the term "southpaw" for a lefthanded pitcher came from. If the stadium is set up the way MLB suggests, the arm of a lefthanded pitcher is facing the south.

This wouldn't matter in a covered stadium.

—The Fact Monster