comic set in an unusual real world location
History comic about the first Gulf War in 1990, it takes place in Kuwait and Iraq.
Bonus answer: This short horror comic took place at Windigo Lake which I think is in Canada. There is also a Windigo Lake in Wisconsin, so it is one or the other.
Okay, I thought of a request. I want to see an allegory, a story in which the main character is a metaphor for something else.