Where It All Goes Down
Near/Within Nottinghamshire (A County in England's East Midlands)
Based on the reference to a train coming from Selston, which is in Nottinghamshire, we have to gather that the action takes place within or somewhat near to that county. Given that there is a nearby mine and we see a bunch of miners running around on their way home from work when the story opens, we can also deduce that it's a mining town (we know, we're quite the detectives).
It doesn't seem like the most picturesque of places. When Elizabeth goes out to look for her hubby, for example, we find that her neighborhood appears to be rat-infested and dominated by the infrastructure of the mine:
Something scuffled in the yard, and she started, though she knew it was only the rats with which the place was overrun. The night was very dark. In the great bay of railway lines, bulked with trucks, there was no trace of light, only away back she could see a few yellow lamps at the pit-top, and the red smear of the burning pit-bank on the night. (2.2)
Between the vermin, the railway tracks running everywhere, and the sweet view of the "pit-top," it doesn't seem like the surroundings are all that pleasant—no wonder Elizabeth seems so down in the dumps. Of course, there's the whole missing husband thing, too . . .