In Book 1, when we first encounter the setting of the Harry Potter novels, the worlds of the Muggles and Hogwarts School of Witchcraft and Wizardry seem totally separate. The Dursleys' house in Little Whinging, Surrey, is about as free from magical influence as it's possible to get. They clamp down horribly on Harry because they don't want his weird magical ways to embarrass them in front of the neighbors. And then there's Hogwarts, which is filled with talking portraits, shifting staircases, and hidden rooms – it's about as weird (by Muggle standards) as it's possible to get.
By Book 5, however, J.K. Rowling is really stepping up the levels of ambiguity in the worlds she creates for us. The Muggle world seems solid, safe, and boring – that is, until two soul-sucking dementors show up in a playground in Little Whinging, Surrey, trying to track down Harry Potter. Later, Hogwarts, which has always been a place of relative freedom for Harry during the school year, suddenly becomes like a prison patrolled by ambitious, power-hungry High Inquisitor Dolores Umbridge. In Book 5 more than any of the previous books, we're really starting to see a blurring of lines between Muggle and wizard worlds.
What's more, the primary settings of Harry Potter and the Order of the Phoenix are all confining spaces: Harry feels horribly trapped and abandoned while he's stuck in Little Whinging; Sirius is confined to Grimmauld Place; and Harry feels little freedom at Hogwarts with Dolores Umbridge in control. Harry has been feeling so trapped during Book 5 that at the end of the novel he shouts, "People don't like being locked up!" (37.131). For more on this, check out the our discussion of "Themes: Isolation."
(Looking for the Department of Mysteries? Head over to "Symbolism, Imagery, Allegory." See you there!)