Fitzgerald, ironically, wrote the Great American Novel while living in America and France, 1923-24, as a patriot and an ex-patriot.
Nick narrates the novel from back home in the Midwest. In his flashback, he tells of four locations: New York City, East Egg, West Egg, and the Valley of Ashes. The last three are situated near the Long Island Sound.
To the characters in the novel, New York is the center of the universe. Fitzgerald uses this NY-centric mentality to establish those living in East Egg (representative of the East Coast) as the old money of old Europe. Tom, East Egg's posterboy, is a racist, womanizing, elitist who subjugates the poor, stealing Wilson's wife and tempting him to sell him his car.
The West Egg is represented by Gatsby and Nick, both originally from the midwest. They are from more modest backgrounds, more even tempered, idealistic. They are worth the "whole damn bunch" of the other East Eggers combined. Nick's modest bungalow near the Gatsby estate establishes him as working class hero.
The Valley of Ashes are peopled by the proletariat, the underclass. Situated between the two Eggs, it is symbolized by death and dreams gone awry. Though, it is also the seat of the moral universe: the eyes of T.J. Eckleberg, who watches, but essentially does nothing.
Crimes are perpetuated in all thee geographies. New York is the site of Tom's abuse of Myrtle. Gatsby's house is one bought from bootlegging and where George kills Gatsby. The Valley of Ashes is the scene of Daisy's running over Myrtle. All seem illegitimate.
Geography and setting is established early. Here's some notes and quotes to think about:
(2) "When I came back from the East last autumn I felt I wanted the world to be in uniform and at a sort of moral attention forever."
(2) Nick's family in Mid-west for 3 generations
(10) Tom and Daisy had been in Mid-west (Chicago)
(65) Gatsby lies and says he's from Mid-west
(124) When George and Myrtle Wilson want to escape, they want to go West.