User blog comment:TheBlueRogue/Tomorrow's Bioshock/@comment-69.85.234.252-20130402194328

As I mentioned somewhere else, the big gameplay theme between all of the games so far is that they're restricted by something, i.e. they're not open fields. Water in Rapture, air/drops in Columbia. As such, I think the remaining settings would be:

Underground,

In space,

In a volcano,

On the moon.

The last one I can see being set at the end of the space race with a lot of Cold War themes going on, meaning the first missions to the moon were continued long enough to build a real settlement. Since Columbia already did American patriotism, it's also possible that it could be a Russian base. If so, maybe it continued with its communist ideaologies even after the USSR dissolved. That's a fitting political theme, I believe.