Context: The play takes place on a single day in August 1912, from around 8: 30 a.m. to midnight. The setting is the seaside Connecticut home of the Tyrones' Monte Cristo Cottage. The four main characters are the semi-autobiographical representations of O'Neill himself, his older brother, and their parents.

Question: where is long day journey into night set?
Steam of consciousness below:
The relevant sentence in the passage is: The setting is the seaside Connecticut home of the Tyrones' Monte Cristo Cottage.
So, the answer is the seaside Connecticut home of the Tyrones ' Monte Cristo Cottage.