Graph neural networks (GNNs) fuel diverse machine learning tasks involving graph-structured data, ranging from predicting protein structures to serving personalized recommendations. Real-world graph data must often be stored distributed across many machines not just because of capacity constraints, but because of compliance with data residency or privacy laws. In such setups, network communication is costly and becomes the main bottleneck to train GNNs. Optimizations for distributed GNN training have targeted data-level improvements so far -- via caching, network-aware partitioning, and sub-sampling -- that work for data center-like setups where graph data is accessible to a single entity and data transfer costs are ignored. We present RETEXO, the first framework which eliminates the severe communication bottleneck in distributed GNN training while respecting any given data partitioning configuration. The key is a new training procedure, lazy message passing, that reorders the sequence of training GNN elements. RETEXO achieves 1-2 orders of magnitude reduction in network data costs compared to standard GNN training, while retaining accuracy. RETEXO scales gracefully with increasing decentralization and decreasing bandwidth. It is the first framework that can be used to train GNNs at all network decentralization levels -- including centralized data-center networks, wide area networks, proximity networks, and edge networks.