My first three novels take place in Portland, Oregon, the next four in New York.
It's not just the address of the characters that are different. Some characters can exist only in their current habitats. Michael Connelly's Harry Bosch would be a different man in Tampa than in Los Angeles. James Lee Burke's Dave Robicheaux needs the Louisiana bayou to survive. The fact that Lee Child's Jack Reacher can still be Reacher anywhere is precisely what makes him unique.
Some of my readers have suggested combining my two series characters, Portland Deputy District Attorney Samantha Kincaid and NYPD Detective Ellie Hatcher, into a single series. As much as I love the concept for purposes of my own sanity, it would never work. Samantha belongs in Portland, and Ellie belongs in New York.
Stories can also be unique to a setting. Because of Portland's Urban Growth Boundary, Missing Justice might just be the only thriller focused around city planning. Portland's one of those places that feels more like a big room than a small city. A smart storyteller can take advantage of that small landscape. One character happens to have worked a few years back with another, and had a one-night stand with that former co-worker's cousin? Yep, totally plausible in Portland.
In New York, however, a writer can't have characters coincidentally bumping into everyone they know on the street. She can, however, tap into that uniquely New York feeling of being completely alone in a crowd.
In Long Gone, Alice Humphrey gets what appears to be a dream job managing a tiny new gallery in the Meatpacking District. Her life finally seems on track until she shows up to work one morning to find the gallery completely gone — stripped vacant as if it had never been there. The man who hired her is dead on the bare floor. Suddenly she realizes that everything she thought she knew was a lie. She cannot find the true owner of the business. She cannot prove that the artist she represented ever really existed. That kind of story only works if it's completely believable that Alice lived her day-to-day life around people she had no real connections with. That's a true New York story, and Alice — from a family of privilege and celebrity, but struggling to make her own way — is a uniquely New York woman.