The main events of the story take place in America from 1947 to 1952, but there are several other settings that bear mentioning. Setting is critical to identity in the Lolita, as Humbert is very aware of having come from Europe, where he lived in his father's luxury hotel on the Riviera and received a top-notch education in France. Humbert refers to the first half of his life as "the European period of my existence" (1.5.8). Though he grows to despise Europe for all of its musty old history, the fact that he is from there is integral to his personality and outlook on America. His European past is also tied up with how people like bourgeois Charlotte see him: as a cosmopolitan and elegant gentleman with "old-world" manners. Likewise, Lolita's image is very tied in to America, with all of its implications of youth, shallowness, and endless consumer possibilities.
Ramsdale "the gem of an eastern state" (1.9.9) sits in stark contrast to Europe. The Haze house, where Humbert falls in love with Lolita is "a white-frame horror […] looking dingy and old" (1.10.4). That the story takes place in North America with travels through dozens of states with all of their sights and tourist traps, motels and alluring giftshops is much more important than the smaller settings of Ramsdale and Beardsley, a town much like Ramsdale where their house bears a "dejected resemblance to the Haze home" (2.4.1). In their two trips around the U.S., Humbert and Lolita become all too familiar with the "Sunset Motels, U-Beam Cottages, Hillcrest Courts, Pine View Courts, Mountain View Courts, Skyline Courts, Park Plaza Courts, Green Acres, Mae's Courts" (2.1.3) – all of which are dramatically different from his father's palatial hotel on the Riviera. American motels, all interchangeable, lowbrow, and equally kitsch – provide the setting for their illicit relationship. (See "Visions of America" under Themes, for more detail.)
Above all the setting of the events is in Humbert's head. So much of what he describes is infused with his imagination. And because the story is told as a memoir through his point of view, we must realize that he filters all of the information through a perverse and yet sometimes romantic lens. As example, The Enchanted Hunters hotel is one "micro" setting that requires mentioning because of the way Humbert presents it to us. Of course, it is the setting of the "seduction" (where Humbert and Lolita first have sex):
The Park was as black as the sins it concealed—but soon after falling under the smooth spell of a nicely graded curve, the travelers became aware of a diamond glow through the mist, then a gleam of lakewater appeared–and there it was, marvelously and inexorably, under spectral trees, at the top of a graveled drive—the pale palace of the Enchanted Hunters. (1.27.86)
Now, how much do we actually learn about the appearance of the hotel and how much is a muddled and fairy-tale infused fantasy on Humbert's part? The point is: when Humbert describes a setting – and here he is anticipating getting Lolita drugged and under his spell – what he "sees" is colored by desire, fantasy, paranoia, and expectation.