The creepy and mysterious backdrop of the Louisiana bayous, stunningly captured by Cary Fukunaga, played as much of a part in the story and the success of season 1 as the actors, director and writer did. Naturally they arent going to try and replicate that, so are going for a very different sort of setting: California. Its said to be centred somewhere between Los Angeles and San Francisco, in the areas that you wouldnt normally see on TV. Its going to be a much more urban setting then, but one that will no doubt still serve the story just as much as Louisiana did in the first season.