The Beautiful and Damned, published in 1922, is set primarily in New York's upper class world from 1913 until shortly after World War I. Anthony finds it lonely but also a cocoon: "He was safe in here from all the threat of life."

Later, Gloria and Anthony end up summering in their gray colonial house in Marietta, New York, a suburb north of New York City. Then idle, vacant wanderers that they are, bored and rich, they travel to the west coast:

Through a golden enervating spring they had loitered, restive and lazily extravagant, along the California coast, joining other parties intermittently and drifting from Pasadena to Coronado, from Coronado to Santa Barbara, with no purpose more apparent than Gloria's desire to dance by different music . . .

Later, they drive across country back to Marietta, stopping in places such as Indiana.

World War I intervenes, and Anthony ends up in training camp, mixing on equal terms with people from all walks of life, such as barbers and farmers, who had previously been subservient to him. He is due to be sent to some "darn camp in Mississippi," which turns out to be Camp Boone. After the war, he ends up back in New York. New York is the major setting of the novel.

The two major locations are Boston and New York.  The parties take place at various locations, including Anthony's and Adam's.  The final scene takes place on an oceanliner.