Earth
This game is set it 1676, in the Independent States of America, a land ravaged by the just ended civil war.
In this high fantasy world, there are many agents of darkness who will fight against the world of man for an unknown reason. This has caused religion to be far more essential than it would otherwise.
Not much new information comes from the European continent but many claim that the European war continues, The Anglos, the Dutch, the French and the German are all at war with each other in order to secure the continent.