9. Columbia
If after two games the underwater world of Rapture feels like home, get ready to have that feeling all over again, but this time, we're up in the clouds for the 1912 alternate setting of Columbia, a city suspended in the air by both gigantic blimps and balloons, a ludicrous idea that nevertheless suits the style and tone of the series like a glove. After two games of pretty grotty, dingy settings, it's nice to see a location that's actually vibrant and bursting with life, even if there's a sure undercurrent of violence that soon enough unveils itself. Like Rapture, Columbia is richly developed right down to the politics of the city and also of the time; you need only look around for a few minutes to see blatant racism running rampant, and various audio-logs you can pick up around the city will help cement this, as well as the general nature of the place. It might look nice, but there's plenty ugly going on beneath the surface.