In Assassin's Creed Unity, Arno Dorian works in Paris against Templar influence.
The game is set during the French Revolution, beginning in 1789. Arno becomes an Assassin after the murder of his adoptive father and investigates a conspiracy involving Templars, political factions, and the turmoil surrounding revolutionary Paris. His personal search gradually becomes part of the Assassin-Templar conflict.
Paris is recreated as a large open-world city with landmarks such as Notre-Dame, the Louvre, the Bastille, and the Palace of Versailles. Crowds and public unrest are major features, reflecting the social upheaval of the period rather than presenting the city as a quiet historical tour.
London is the setting of Assassin's Creed Syndicate, while Marseille and Lyon are real French cities but not Unity's principal open-world setting. The specific answer is Paris, the capital at the center of Arno's campaign.