User blog comment:MeLovGaming/Predictions on the future of Bioshock/@comment-69.85.234.252-20130402125418

Given the fact that, so far, every setting has been restricted by its environment (in Rapture you couldn't just walk around because of the water; in Columbia because of the drops), I'd imagine the others would follow the same formula. As such, I'd guess first a city underground, then a city in space/on the moon.

The moon city could be an alternate timeline when Cold War fanatacism and the space race turn into a permanent settlement, and that could be the time setting. I could also sort of imagine the luddites vs. techy theme working there (perhaps better underground).