Pokémon Detective Pikachu is primarily set in the fictional Ryme City.
Ryme City is a modern metropolis where humans and Pokémon live alongside one another without the usual Trainer battles. Tim Goodman arrives there while investigating the disappearance of his father, Harry. He soon encounters a talking Pikachu who claims to have been Harry’s partner.
The city was created specifically for the Detective Pikachu story and differs from the regional settings of the main Pokémon games. It is not Kanto, Kalos, or Unova, although the film includes Pokémon from across multiple generations. Its urban design supports the film’s mystery plot and its unusual premise of human-Pokémon cooperation.
Pallet Town is the player’s hometown in the original games, while Lumiose City belongs to Pokémon X and Y and Castelia City belongs to Pokémon Black and White. Those names are plausible alternatives because they are prominent Pokémon locations, but neither is the setting of the 2019 film.