It does indeed take place in Pennsylvania. It is also American in that it deals with a family whose forebear came there to practice religion in his own way. And it is arguably American in its focus on violence. But in another sense, it is curiously remote from the familiar American landscape. There are no frontiersmen, soldiers, or Indians.
Characters keep travelling back and forth to Europe.
As the bust of Cicero symbolizes, the study and conversation of the characters often revolves around classical themes. At this early date, America was so little developed, materially and culturally, that Europe and the Classical past could well have loomed large. The Gothic, gloomy tone of the novel, and its relation of violent and horrific events, are of course very striking. One would certainly think that Brown's work had quite an influence on such later American writers as Hawthorne and Poe. None of the characters ever really came alive for me, and the plot does not seem to arise naturally from their interactions.