Roald Dahl's short story "The Way Up to Heaven" is set in New York City, probably around or slightly before the time the story was first published, in The New Yorker, in 1954. The main setting for the story is the Fosters' large and gloomy townhouse on East 62nd Street in New York City. The house has six floors (hence the need for an elevator), and its size and location, at the bottom of the Upper East Side, close to Central Park and the Plaza Hotel, shows Mr. Foster's wealth.

The principal action of the story takes place in the house and in a car immediately outside it. There are also scenes at Idlewild Airport (now JFK), on board an airplane, and in Paris. The references to Idlewild Airport, which opened in 1948, help to date the story.

The Fosters have four servants, but the house is usually quiet, with few visitors. There is a contrast between the bustle of Mrs. Foster's departure for Paris at the beginning of the story and the characteristic state of sepulchral calm in the place, which is restored when Mrs. Foster and the servants leave. The reader can therefore imagine the eerie quiet which presumably greeted Mr. Foster as he called for help from the elevator.