In Assassin's Creed II, the Palazzo della Signoria is located in Florence. The palace, also known as the Palazzo Vecchio, is one of the landmarks recreated in the game's Renaissance Italy setting.
Florence is where Ezio Auditore's story begins after his family is drawn into a conspiracy involving the Templars. The city introduces players to Renaissance politics, prominent families, and the early stages of Ezio's training as an Assassin.
The building's name can cause confusion because the real Palazzo della Signoria is commonly called Palazzo Vecchio today. Assassin's Creed II also visits Venice, Forlì, and the Tuscan countryside, but those locations contain different landmarks and missions.