All Over the Place, U.S.A.
You can see why the heroes in The Lost Hero might feel lost, because they're literally all over the place. They start at the Grand Canyon in Arizona, fly to Long Island, then to Quebéc, return to the U.S. of A with a stop in Detroit, head off to Chicago, then go to Nebraska, visit Colorado, and end up in California for the final giant battles.
With all these locations to visit, Riordan doesn't have the time or the inclination to establish a strong sense of place in the novel. Instead, each location feels almost like a videogame environment, with cool gimmicks based on its real life characteristics. (See "In a Nutshell" for more on videogames.) Thus, you get an abandoned automotive factory for a battleground in Detroit (famous for its automotive plants); Medea's evil department store in Chicago (famous for its department stores); Lit wearing a Cornhusker shirt in Nebraska; wolves at Jack London's Wolf House. And, of course, evil frost gods in Quebéc. (See "Best of the Web" for pictures of many of these settings.)
Again, this is not Huck Finn's Mississippi River, or, for that matter, Jack London's Alaska—you never really get to know anywhere in particular. Instead, you just bounce from one sight to another, ticking them off like a tourist on a scavenger hunt pursued by slavering wolves.