Well… It's set in the 1920's mostly…
There's war. Pinky is from the Crimean empire which is centred around that little area in the Black Sea in the Ukraine… Except it's more Russian.
They control most of Georgia, Russia, The Ukraine and all those other “stan” countries that are scattered around the place… They're at war with quite a bit of Western Europe, especially France and Germany.

That is all for now :P