The story's action is dispersed between the Pullman Train, the Weary Gentleman saloon, and the streets of Yellow Sky, but on the whole takes place in late-19th-century Texas. Yellow Sky is a fictional frontier town somewhere west of San Antonio.
The story's first part takes place aboard the train. Although the first paragraph and a handful of other passages describe the landscape passing through the windows, the narrator never ceases to narrate from the perspective of the train. After Potter and the bride board at San Antonio, they move between their seats and the dining car. In the final paragraph, they disembark. The Pullman is a bourgeois environment, luxuriously furnished and decorated. This initial setting is fascinating in that the characters are contained within a fixed space yet in constant motion, which introduces the tension between change and stasis at play throughout the story.
In the second part, the setting revolves around Yellow Sky's Weary Gentleman saloon. The narrator describes the street and landscape in the first paragraph, but narrates with the saloon as a constant base. At the end of this part, the distant sounds of shots and yowls hint that the story will again shift settings in the subsequent part.
Unlike the first two parts, the third part is not limited to a contained space, but takes place all around the streets of Yellow Sky. Following Scratchy Wilson around town, the narrator has the opportunity to acquaint the reader with the town's landmarks and overall atmosphere. He passes the saloon and various houses before he decides to direct his rage at Potter's house, where the narrative wandering comes to a halt. As his cries ring through the "semblance of a deserted village," the narrator emphasizes the contrasting stillness of the town.
Like the third part, the fourth part takes place in the streets of Yellow Sky, as the narrator moves with the characters. The setting features less movement, however, as the action reaches a tense standstill when Potter and the bride come face to face with Scratchy Wilson in the third paragraph. In the rest of this part, the narrator stands still with the characters. As a result, the setting remains fixed as well.
