The Big Sleep is set in 1930s Los Angeles and Hollywood during the Depression. Even though we usually associate Hollywood with sultry palm trees and sunny skies, Chandler instead portrays L.A. as a rain-soaked city that is dark, dirty, and depraved. L.A.'s a dangerous urban jungle that Marlowe has to struggle through in his journey toward the truth.
And in this jungle, we encounter a wide variety of settings that range from the wealthy Sternwood mansion to Mars' illegal gambling joint to Marlowe's sparsely decorated office. As a detective, Marlowe is the only character who is able to access all these different social settings and he passes judgment on each place he visits. So at the Sternwood house, we can feel Marlowe's contempt for the rich as he looks around at the expensive furniture. And it becomes important that Marlowe's own office isn't lavishly decorated; it's a sign that he doesn't put up any false pretenses. What you see is what you get.
In The Big Sleep, the grittiness of L.A. makes for a dark tone and emphasizes the fact that chivalrous Marlowe feels out of place in this modern world. For example, let's take a look at the scene when Marlowe and Vivian leave Eddie Mars' club and drive through the streets of Los Angeles:
We drove away from Las Olindas through a series of little dank beach towns with shack-like houses built down on the sand close to the rumble of the surf and larger houses built back on the slopes behind. A yellow window shone here and there, but most of the houses were dark. A smell of kelp came in off the water and lay on the fog. The tires sang on the moist concrete of the boulevard. The world was a wet emptiness. (25.117)
When we read this passage, it made us want to curl up next to a warm fire. All the dark and damp imagery used: "dank" beach towns, "dark" houses, thick "fog," "moist" concrete, "wet emptiness"? Yeah, it's a pretty bleak world out there for Mr. Marlowe. We get the sense that in the sprawling expanse of Los Angeles, it's easy to feel lost and alone. And the constant rain sure doesn't help either.
Traditionally, rain symbolizes some sort of cleansing, but Chandler seems to use the rain for the opposite effect. Los Angeles is never purified of its sins, no matter how much rain pours down on its dirty streets. Much of Marlowe's cynicism arises from his realization that he'll never be able to rid the city of its deep-seated corruption. This cynicism is ultimately a mark of Depression-era Los Angeles when honest jobs were scarce and the streets were filled with crime.