BioShock is set in 1960 in the underwater city of Rapture; the city's history is mostly revealed via audio recordings the player can collect during the game. Rapture was planned and constructed in the 1940s by Objectivist business magnate Andrew Ryan who wanted to create a utopia for society's elite to flourish outside of government control and "petty morality".

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BioShock 2 begins on New Year's Eve 1958. A Big Daddy, Subject Delta, patrols Rapture with his Little Sister, Eleanor. Eleanor is separated from Delta by her mother, Sofia Lamb, who uses a mind control plasmid on Delta to make him shoot himself. Delta awakens ten years later, revived by Little Sisters under the control of Eleanor. The scientist Brigid Tenenbaum informs Delta that unless he reunites with Eleanor, he will die.

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Is set in 1912 and takes place in a fictional steampunk city-state called "Columbia"—named in homage to the female personification of the United States—which is suspended in the air through a combination of giant blimps, balloons, reactors, propellers, and "quantum levitation". The city of Columbia was founded by self-proclaimed prophet Zachary Hale Comstock, who used his connections in Congress to have the American government build the floating city.

AI: The Somnium Files takes place in a technologically advanced near-future Tokyo, and follows Special Agent Kaname Date of the top-secret police department ABIS (Advanced Brain Investigation Squad). ABIS investigates crimes through a process called "Psyncing," in which a Psyncer such as Date explores the Somnium, or dream world, of persons of interest in a case.