Also, it matters on what genre the roleplay happens to be.  For instance, if it is a superhero roleplay, at some point, the characters will be in New York City or something similar (Gotham City and Metropolis as examples from DC).  Also, it can be tied to the character mythos, too.  For instance, on the contrary to what Marvel is doing with Spider-Man under Dan Slott, Spider-Man will almost always be based in New York (exceptions being Spider-Man India, Spider-Man 1602, etc).  The Batman will be in Gotham City and Superman will be in Metropolis.

Obviously, you don't have to stick with those cities.  Super-heroes can and do visit other cities.  It is just that some cities are tied to certain characters and publishers.