What is the main setting in the Broadway production, Hamilton?

The United States of America is the primary, broad-strokes setting for the show. The important point to note here is that the country, over the course of the narrative, is in the process of being formed: Act One takes place within the military context of the American Revolution against British power and control, while Act Two takes place within the political context of conflict over how the new government is going to function. It's also important to note that the ideals (i.e. freedom, value of the individual) of the so-called American Dream, which continue to the present day, play active roles in defining the characters and action within both contexts.