Since The Three Musketeers is a work of historical fiction, its setting definitely plays a large role. Dumas uses history for his own literary ends. For instance, in real life the Duke of Buckingham may have been gay. But in the land of fiction, he can be head-over-heels in love with the Queen of France. Why not? Sure beats the whole religious freedom explanation for the war between England and France.
For the most part, the micro-settings of The Three Musketeers are unremarkable – typically various apartments around Paris or inns in the countryside of France. This dovetails well with Dumas’s reliance on dialogue to tell the story. The settings Milady finds herself in, however, are quite dramatic. When she is taken prisoner by Lord de Winter, she is brought to a castle overlooking a steep cliff. When she makes her escape, it is storming. Later in the novel, the chapter detailing her execution begins with a classic Gothic introduction: "It was a stormy and dark night." She is executed on a river bank; "a moonbeam fell upon the blade of the large sword." Both settings are deliberately eerie and draw upon the Gothic novel tradition, which sought to combine horror and romance. In Gothic novels, innocent virgins are typically trapped in castles by cruel men and persecuted by various tyrants. Dumas offers a twist on this tradition, as Milady is anything but an innocent virgin. It is instead the men who are portrayed as being righteous and upright.