Setting
Quantico, Baltimore, Memphis, and Ohio, early 1990s
On the Road
Silence of the Lambs beings in the woods near Quantico, VA. We know this because the screen says "Woods near Quantico, VA." This is where the FBI training academy is located, complete with signs tacked to a tree that say "Hurt, Agony, Pain, Love-it," and "Pride." No, these aren't the 7 Deadly Sins, but ideals the FBI wants to instill in its trainees.
From there, Clarice Starling bounces around the country on the trail of a killer. The cities she finds herself in aren't particularly interesting or relevant, but the places within these cities are fascinating, and usually horrifying.
The Cells
The rooms our favorite serial killers inhabit masterfully reflect their mental states. Lecter's cell in the Baltimore State Forensic Hospital is the last one the left. It's in a deep dark basement behind numerous gates and bars. It takes Clarice a lot of effort just to get to Lecter's cell, and that's just the beginning of her journey.
Lecter takes pride in his appearance and his surroundings. His cell is clean and tidy. But it's not a home by any means. Dr. Chilton uses Lecter's cell to punish him. There's no window and, after Lecter kills Miggs, Chilton takes away Lecter's drawings, removing even his imaginary view. It's Chilton's way of psychologically torturing Lecter, because actual torture isn't allowed.
This is a mental hospital, not a United States military prison.
House Hunter
Buffalo Bill's house wasn't always his. He killed the previous home owner and keeps her decomposing body in a bathtub in the basement. Scrubbing Bubbles won't clean up that mess. We doubt when sweet old Mrs. Lippman lived there that she kept a giant pit in the basement filled with screaming victims. Maybe she kept her cross-stitch supplies there or something. Just as Buffalo Bill is transforming himself into an evil killer, he's transformed this house into an evil killer's lair.
His evil lair betrays him in the end. Also in the basement, down the hall from the pit of despair, he raises the death's head moths. When Clarice comes to the door, expecting Mrs. Lippman, Buffalo Bill lets her in, saying he'll give her the phone number of Mrs. Lippman's son. One of the moths flutters by, and Buffalo Bill's identity is revealed to her.
Fun Fact: At press time, the house formerly known as Buffalo Bill's stolen home is on the market outside of Pittsburgh, PA, for $300,000, which includes a copy of the novel signed by Jodie Foster and Jonathan Demme. The real estate agent's not saying if there's really a pit in the basemen, but the listing invites you to "put on some lotion and come see this home.