For the most part, Another Country is set in mid-20th-century New York City. The neighborhoods of Harlem and Greenwich Village are the main backdrops for its action, though characters sometimes travel to the French countryside or the American South. The island of Manhattan, in Baldwin’s world, has a distinct social climate that either tightens or loosens the pressures characters face to conform. Racial segregation and the struggle for Black Americans' civil rights cast a long shadow over Harlem's Black artistic community. New York is both welcoming and threatening to its Black population, as some neighborhoods feel comparatively safe for Black people, while others are deeply dangerous.
Even in the novel's domestic sphere, danger always lurks. Apartments and alleys hide brutal episodes of domestic and sexual violence that the reader alone sees. There’s constant discord between the beauty of creating art and the unpleasant realities of mid-20th-century American life. France and the South provide contrasting settings for characters like Eric, who are able to see their lives at home more clearly when they return from abroad. Each new place, whether it's another country or another neighborhood, forces Baldwin's characters to reconsider who they are and whether society will grant them room to breathe. Cramped rooms and noisy clubs create conditions where even the smallest of tensions can cause disaster to strike; and there are some major tensions at play in Another Country.