What is the setting of this story?

The famous short story "The Killers," by Ernest Hemingway, tells of two gunmen who intend to murder a man named Ole Andreson when he comes to eat dinner. It takes place during the Prohibition era in the 1920s. This is confirmed when Al and Max, the two killers, ask for "anything to drink," obviously implying alcoholic drinks, but are informed that the diner does not serve those kinds of drinks.
Despite the minimalist prose that is composed mostly of dialog, the two main settings in the story are clearly delineated. The first part of the story is set in "Henry's," a saloon that has been converted into a restaurant near Chicago. Outside, a streetlight comes on because it is getting dark. It has a counter where people sit down to eat their meals, a mirror and a clock on the wall behind the counter, a wicket through which food is passed, and a kitchen in the back.
Later, the setting changes to a rooming-house, where Ole Andreson is staying. Andreson's room is up two flights of steps. It has a bed that is too small for Andreson. The final dialog in the story once again takes place at Henry's.

The kind of writing that can be done. How far prose can be carried if any one is serious enough and has luck. There is a fourth and fifth dimension that can be gotten.
Ernest Hemingway, Green Hills of Africa
"The Killers" depicts a little incident occurring in a small town in Middle America, but it is set against an implicit backdrop depicting America as it was changing during, and because of, Prohibition. Even the setting in the little diner is different because of Prohibition. Henry's had formerly been a saloon, but the owner had been forced to change it to a lunch room. Instead of being crowded with noisy, laughing men drinking beer and straight shots of whiskey, it is virtually deserted. It is an appropriate symbol of a changing nation. The two killers are obviously from Chicago, the bootleg capital of America. Gangsters have become enormously powerful, and even regarded as heroes, because of their profits from bootleg liquor. They have an arrogant attitude which is memorialized in old movies by actors like James Cagney, Humphrey Bogart, George Raft, and Edward G. Robinson. The two killers regard themselves as something like movie stars. One of them keeps looking at himself in the mirror behind the bar. Many Americans resented government interference in their personal lives, and Prohibition sparked a minor revolution. The gangsters used their riches to corrupt the police, the courts, and the legislatures. Evidently Ole Andreson had been corrupted himself, although Hemingway does not specify exactly what he did to "get in wrong." Ole's role in the story seems to be principally to illustrate the extent of the criminals' power. There is no escape. All of America is becoming corrupted. When Nick Adams says that he is getting out of Summit, he may be speaking for Hemingway, who got out of America altogether and spent many years in Europe, where he did much of his best writing. It is well known that Hemingway liked to drink. But he probably did not like the idea of enriching and aggrandizing ignorant troglodytes by doing so. Max and Al are not just a couple of hoods, but symbols of the unanticipated but inevitable results of Prohibition.