I live in Canada but so much media I consume is from the United States that I tend to assume stories take place there by default until told otherwise. Once, I read a book set in England (The Curious Incident of the Dog in the Nighttime) and I assumed it was set in the United States until the main character went to London. But the other day, I watched the new Frankenstein movie and it dawned on me that I didn’t know where Frankenstein takes place but, because it’s based on an older book, I assumed somewhere in Europe.
Frankenstein (the book) is all over the place. Haven’t seen the new movie yet so I don’t know what settings they use there.
https://www.sparknotes.com/lit/frankenstein/setting/
A lot of it depends on context. You’re not really told where the city in the Matrix is located, but based on the skyscrapers and freeways in part 2 it feels really LA-ish. Filmed in Sydney. But of course “The Matrix” has no physical location so it doesn’t matter.