Being 30-years-old and single, Fotoula "Toula" Portokalos is her family's black sheep. The daughter of staunchly proud Greek immigrants, she was raised to follow her cultural tradition of marriage and motherhood. Her golden-child sister Athena met her family's expectations by marrying young to another Greek and becoming, in Toula's words, "a Greek baby-breeding machine". Toula still lives with her parents and works at Dancing Zorba's, her family's restaurant in Chicago. Toula longs for her own life away from the restaurant and her intrusive family. Frumpy and cynical, she fears her life will never change. One day at the restaurant, Toula notices a handsome young customer -- Ian Miller, a school teacher. She tries to speak to him, only to embarrass herself with her social awkwardness. Ian is bewildered by her behavior, and Toula figures she's lost her chance to get to know him.

Where is my big fat greek wedding set? Okie... think carefully first, then make a decision:
The relevant sentence in the passage is: Toula still lives with her parents and works at Dancing Zorba's, her family's restaurant in Chicago. So, the answer is Chicago.