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The story goes that Shelley composed “Ode to the West Wind” while staying near the forested Parco delle Cascine near Florence, Italy. In canto 5, the speaker appears to reference this or a similar forest (lines 57–58):

Make me thy lyre, even as the forest is:
What if my leaves are falling like its own!

The speaker wishes for the west wind to strum them like the strings of a lyre, which they liken here to the way wind breezes between the trees in the woods. Aside from this reference, however, there is no indication that the poem’s speaker is actually in a forest when they make their address to the west wind. The forest mentioned here is ultimately just as generic and abstract as the earth, sky, and sea described in cantos 1, 2, and 3, respectively. With this in mind, the poem doesn’t have any single, concrete setting. Rather, the speaker invokes a vast vision that seems to encompass the entire world. The speaker confirms the scope of their vision in the final canto, when they call on the west wind to help spread their message to all corners of the earth (lines 66–69):

Scatter, as from an unextinguish’d hearth
Ashes and sparks, my words among mankind!
Be through my lips to unawaken’d earth
 
The trumpet of a prophecy!

In this way, the setting of the poem comprises all of humankind, regardless of location or time period.

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