Chicago

Beth and Pat Cappadora grow up in Chicago. The Immaculata High School is there, and Beth is in Chicago for a class reunion with her friends when Ben was kidnapped. Chicago is where the Cappadora family lives, as well. Beth and Pat and their family have been living in Madison, however, Pat's dream is to move to Chicago and open a restaurant with his father, which he does. When they find that Ben has been living only two blocks from them for four years, it is in Chicago.

Madison

Madison is where the Cappadoras live in the beginning of the story. This is home for them until they move to Chicago to live nearer to Pat's family and open the new restaurant. Toward the end of the story, when Beth is deciding whether to leave and get her master's degree, she is contemplating a return to Madison...