There are two distinct settings in "The Lady with the Dog," by Chekhov: Moscow and Yalta. While things like Google Maps make it easy to figure out what these cities are like today, it is important to try and understand what these cities were like around the 1890's. "The Lady with the Dog" was published in 1899, and the turn of the century was a very specific time in Russian history.

Yalta was one of the most beautiful seaside spots in all of Russia, and it continues to be a popular destination today. I've attached a Pinterest link below that showcases a painting of the Yalta coast from 1890. While it is fairly simple, it provides an inside look into the simplicity and beauty that was felt by those who visited Yalta. 

In regards to Moscow, I've attached a link that features postcards from the 1890's in Moscow. When you review them, you notice that Moscow is stunning. Even in dingy black & white and sepia, Moscow is towering and awesome. The roads are relatively free of congestion, and the powerful architecture takes center stage. Indeed, Moscow was one of the most beautiful cities in existence at the end of the 19th-century.

The first setting is the seaside spa in Yalta.  The second setting is Moscow, when Gurov goes back home.  Then he tells his wife that he must go to St. Petersburg on business, but he goes, instead, to Anna's hometown, which is unnamed.

The story then shifts back to Moscow, where Gurov finds his life difficult to live without Anna.  The shifting setting is a backdrop for the affair that the main character has throughout the story.  He must hide this illicit affair from his wife and family. 

"Gurov has always taken women for granted and has treated them without compassion or respect. During the course of his affair with Anna, however, he becomes more and more concerned about the consequences of his actions."

"Chekhov's treatment of morality is complex; he is not conventionally moralistic, yet his story suggests a strong personal morality."