It's all in your head. No, seriously—the poem doesn't take place anywhere in particular. Instead, we're given different comparisons of what the mind is like. So if we had to choose a setting, it would be the imagination, which, if you think about it, is actually a massive place. Especially when your tour guide is Marianne Moore. There are no boundaries whatsoever in this setting. We're able to jump from a katydid wing to Gieseking to a dove's neck and back to the memory.