The Cobalt Kingdom is ruled by a Princess, after her mother, the Queen, left the kingdom following the death of the Eventide sisters' mother at her own hands. The kingdom is the center location of this world in the story.

Just a small ways outside of the kingdom stands a clocktower, where the Eventide sisters were all raised by their mother in secret. Lucy and Claire left the clocktower following their mothers' death, and Laine stayed behind. Laine visited the kingdom in search of blood and attention from the Princess, and ultimately met her own demise due to this meddling.

Claire and her wife Adelaide live in a mansion far from the Cobalt Kingdom. Lucy travels from one town to the next, never staying in one place long.