What is the locus of "The Secret Life of Walter Mitty"—the physical places and the psychological place?

In James Thurber’s story, Walter Mitty lives a thrilling life—or numerous lives—in his imagination. Mitty is escaping a humdrum existence and a hyper-critical wife. His flights of fancy take place when he is driving his car, running errands, or waiting around a hotel lobby. Thurber opens the story in the middle of a daydream so that the reader is led to think that the story will be about a dangerous aerial mission. It is often Mitty's wife’s shrill voice that jerks him back to reality. The welcome escape of the stories seems to enable Mitty to cope with his normal routine, although it sometimes distracts him so much that he forgets his mundane tasks, such as buying dog food. Then he is revealed as the kind of man that other people notice muttering to himself on the street. That Walter’s unhappiness runs deeper is suggested at the story’s end. As the couple completes their errands and will soon be heading home, he imagines he must face a firing squad.