I got a question for you: The film is set in 1937 rural Mississippi during the Great Depression, and its story is a modern satire loosely based on Homer's epic poem The Odyssey that incorporates mythology from the American South. The title of the film is a reference to the 1941 film Sullivan's Travels, in which the protagonist is a director who wants to film O Brother, Where Art Thou?, a fictional book about the Great Depression.

Based on this passage, where does o brother where art thou take place?
Let's think first:
To answer this question, we should know that: The film is set in 1937 rural Mississippi during the Great Depression, and its story is a modern satire loosely based on Homer's epic poem The Odyssey that incorporates mythology from the American South.
Therefore, the answer is rural Mississippi.