This book has several settings. Northern New Mexico is the background for "Lobo: The King of Currumpaw" and also for "The Pacing Mustang." Most of the stories have western Canada, Ontario, or Manitoba as their locale. One story—"Wully: The Story of a Yaller Dog"—is set in northern England. This tale opens in the Cheviot district of Northumberland and moves south into Derbyshire. All the stories take place during the 1880s or 1890s.