Proulx sets many of her stories in Wyoming, and "Brokeback Mountain" is no exception. She ranges far and wide with her characters, but there's always an intense combination of beauty and loneliness where they go. Brokeback itself is defined by "the great flowery Meadows and the coursing, endless wind" (9), while the "lavender sky emptied of color and the chill air drained down" (23). This is a place without a lot of people, and even seems fairly indifferent to the presence of people.
That combination—natural beauty and a lack of folks messing it up—matches the key themes in the story pretty well. Jack and Ennis's love is very beautiful: intense, long lasting, and passionate in a way few of us ever get a chance to experience. But it's also lonely. They can't share it with anyone—they can't even tell anyone—and once Jack dies, Ennis gets to deal with it all by his lonesome. Tough break, but then again, this is a land full of tough breaks: "Stones rolling at their heels, purple cloud crowding in from the west and the metal smell of coming snow pressing them on" (32). It's not exactly a beachy paradise.
The funny thing is, that stunning yet bleak landscape actually starts to seep into the souls of the two men plopped down in the middle of it. Take this passage, for example: "Like vast clouds of steam from thermal springs in winter the years of things unsaid and now unsayable—admissions, declarations, shames, guilts, fears—rose around them" (118). Proulx describes the characters' emotions using the language of the land itself. And the land itself begins to represent those emotions: when Jack dies Ennis feels "the huge sadness of the northern plains rolled down on him" (126). The characters start to reflect the world around them, making the setting as much a part of their internal life as their external life. This story doesn't just take place in Wyoming, the state itself becomes a part of the very fabric of the story.