: Finding a thematic setting Allow me to explain what I mean by 'thematic setting'. I'm talking about a setting which, simply by having the story located in it, shows the reader something: ideally

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Your question almost contains its own answer. Based on your own definition and examples, I would say you need a setting where the philosophical question you are exploring is built intrinsically into the social and political structures of the setting.

Thus, in Hunger Games, the wealth of the Capitol and the poverty of the districts physically establishes the theme of rich versus poor, and the institution of the Hunger Games both embodies the principle of divide and conquer, and functions quite explicitly as a representation of the domination and exploitation of the poor by the rich. In Star Wars the institutions of the Empire and the Rebel Alliance, as drawing on two sides of the same foundational power base, is a structural analog of the dynamic you describe.

So, if your theme is "love overcomes all obstacles," how about a setting where love is outlawed? Or if your theme is environmental collapse, set it in a rural town where the main employer is systematically destroying the town's natural environment for its resources.

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I've always been told there are two ways to deal with setting:

write the story and the setting will follow, or not, several of the best pieces of writing I've ever been privy to are all character and dialogue and could be happening literally anywhere without the setting changing a letter. This is a methodology I understand you'd like to avoid.
write the setting and the story(s) will follow, this appears on the surface to be a useful approach for you to take in this situation. Take the theme or message you wish to write about and build a setting to convey that theme, the story(s) will flow from that process.

Please note that neither of these approaches lends itself particularly well to formulation, in both cases the process is pretty organic. There are some formula based methods for building settings that can help to codify the process, in this case the steps look something like this:

theme, what you want the world to speak to.
world, physical geography, where you want to speak from.
genre, will give you a guide around things like magic, technology etc... that you can use to tell the tale and begin to create;
society, most of the work on your theme/message is done here, technology and magic are nailed down at this stage as are governments, family structures, gender roles, and a very long list of miscellaneous details that go into fleshing out the people(s) from which you will be drawing;
Characters, the actors that tell the stories you want to tell.

You should be able to tell by part way through part 4 whether or not you have succeeded in creating your thematic setting as for helping you to write thematic settings I can't really help there, worldbuilding is always a hit and miss process. There is the Worldbuilding Stack if you need help pinning down some specific details.

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I think theme is irrevlevent to setting. After all, the Magnificent Seven (Western setting) is no different in theme than Seven Samurai (Japanese Period Piece (Jidi Geki) setting). The approach to make the theme both serves to translate the latter into a setting so that the them can be grasped by someone not understanding of some nuances of the Jidi Geki genre that may not have been distracting to the original intended audience. Even Star Wars was made so that Lucas could share his love of Jidi Geki with an audience that would find such a setting utterly alien... and realized that if Japanese philosophy is alien to audiences... well... if an alien taught us them, they'd be able to do so from a point that gets around "why doesn't he think like a normal person". Yoda, being a short green frog man dodges the initial rejection of the idea by forcing the viewer to say "that frog man isn't human so he's not going to think like a human... but I like what he says." Remember, we are as far removed from the creation of Star Wars as the creation of Star Wars was from Pearl Harbor... It would be as if today someone wanted to write a story steeped in Arabic Storytelling traditions, but didn't want people to outright reject the theme because of bitterness over the 9/11 attacks.

Numerous films have been made that translate a work of Shakespeare to a conteporary setting in part demonstrated that the reason the Bard is still viable to this day is because his stories can be translated to just about any setting and still be good. Othello becomes O, Taming of the Shrew become 10 Things I hate about you, Romeo and Julliete becomes a stock plot for any number of cartoons to squeeze in a kiss scene for a one sided romance... okay, so they're butchered sometimes... but still expect one character to point out that Romeo and Juliette is not relationship goal someone should work towards... Even the Klingons enjoy his works... and often feel they fit into Klingon settings better than even the Bard could have done.

Theme is the message... setting allows you to strip away the distracting elements of the theme and get to the meat and potatoes of the message. One of my personal projects has a recurring theme of "Character is who you are in the Dark" and posits that if you were given the option to do an evil and were quite certain no one would ever find out, your choice is more informative about the type of person you are than the choice you make when the crowd is watching. But then comes the question... if I was not evil because I knew people would see my actions... does that make me evil? Did I do the right thing because it was the right thing to do, or the practical thing to do? I am using a superhero setting to explore this and yes, they gel... but the theme is remarkably broad and could translate to any number of genres and any number of settings. Heck, it's in the Bible with the Temptation of Jesus, Peter's denial of Jesus at the trial, Doubting Thomas, Judas' betrayal, numerous parables. The Cowboy Shane was offered to leave the town before the rest of the settlers faced the ire of the gang for Shane's action. Darth Vader offered Luke a powerful position in the empire if he betrayed his friends and helped lead Vader to victory. It can be a politician who crosses the aisle for personal benefit vs the one who crosses because it is right. And the question of whether Walter White was a good person or a bad person relies on how much you believe his assertion it was for his family verses the accusation that it was all to satisfy his ego.

Setting does not inform your theme... your setting translates your theme into something the audience can comprehend. Because at times, the truth of your words can be difficult to comprehend. But to paraphrase V for Vendetta, fiction is the art of using lies to tell the truth.

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