Recently, Examiner has interviewed the developer of Vampyr, DONTNOD. The game is said to happen in London, during the Victorian Era. DONTNOD's Narrative Director Stéphane Beauverger described how various districts and surroundings will look like in the game:
"Vampyr’s London is based on historical references, and you will explore different aspects of its society by moving from one district to another. From the industrial docks and financially-challenged hospital of the East End, to the poverty-stricken Whitechapel, to the more upper-class City, each region will have its own mood. The lighting, architecture and citizens with their specific preoccupations (and thus the challenges and situations you face) will be unique to each district."
This is the site of the game. And the full version of the interview can be read here.