The setting so far as physical place is concerned, moves from London to Brighton, to the Continent including Paris, Rome, Brussels, and "Pumpernickel," a small German principality. The reader moves from city house to country estate, from private academy to the sponging house, or debtors' jail.
But there is also a social setting. The story unfolds against the back ground of the estates and attitudes of the landed aristocracy such as the Lord Steynes and the Crawleys; the houses of the city merchants such as the Sedleys, the Osbornes, and the Dobbins the colonial order and money of Miss Swartz and Joseph Sedley, the collector of Boggley Wollab; the military protocol in Brussels before Waterloo and in India; the Anglo-Irish in the persons and prejudices of the O'Dowds and the lesser fringes of Vanity Fair embodied in the Clapps, Raggles, Briggs, and others.
The book, then, has not only a setting as to place but also, and more important, as to position and power. It emerges as a social document, accurate in terms of history, sociology, and psychology.
The highest point in the social strata is the Court, where Becky finally is presented. The lowest is the Fleet prison, where fate sends poor Raggles. The two characters more concerned with human relationships than with position or power are Amelia and Dobbin.
Vanity Fair, then, is not so much a story told against a setting, as a state of mind, a state of mind still prevalent in the twentieth century.