Conversation so far:
What is Pinky an the Brain about?
The bulk of every episode involves one of Brain's plans for world domination with Pinky's assistance and the ultimate failure of that plan, with some exceptions.
Where does the show Pinky and the Brain take place?
Many of the Pinky and the Brain episodes occur in the 1990s at Acme Labs, located in some large American city underneath a suspension bridge.
Who is the show Pinky and the Brain about?
Pinky and the Brain
How does the Brain try to take over the world in the show Pinky and the Brain?
Brain sees his inevitable rise to power as good for the world, and not mere megalomania.

Question: Where do they live?
Self-contained rewrite: Where do Pinky and the Brain live in the show Pinky and the Brain?