Unlike some lyric poetry, and very much like a play, "My Last Duchess" has a very definite physical and geographical setting: a private art gallery in the palace of the Duke of Ferrara in mid-sixteenth-century Renaissance Italy. The modern day country of Italy didn’t exist during the Renaissance – the many city-states in the region weren’t unified until the late nineteenth century. But Ferrara was a city-state in what is today northern Italy, sort of near Bologna. Browning even tells us this setting in the epigraph, as though he were listing the location of the scene in a play. What’s interesting is that the real historical details of life in sixteenth-century Ferrara are much less important to the poem than the connotations and stereotypes of an Italian Renaissance palace.
Browning was writing for a nineteenth-century audience (even if that audience didn’t always "get" his poetry), and that nineteenth-century audience would have immediately made certain assumptions about a place like Ferrara. You know how, if we say "Transylvania," you immediately think of Dracula, werewolves, and creepy moonlit castles? Well, for nineteenth-century British readers, saying "Renaissance Italy" would have made them think of fantastic art objects, extravagant living, lavish palaces, and sinister political ideas of the Machiavelli sort. In this way, that simple epigraph "Ferrara" suggests a whole cluster of themes – even if some of those themes might be inaccurate stereotypes.