Where is the Lego Batman game series set?

The Lego Batman game series (5 video games, 2008 to 2026) is set in no place Wikidata records, though Wikipedia's own articles name the United States, Paris, London, Kansas and Louisiana. A game is filmed nowhere, so these are where the stories happen, from Wikidata's narrative location statements.

The games

• Lego Batman: The Videogame 2008
• Lego Batman 2: DC Super Heroes 2012
• Lego Batman 3: Beyond Gotham 2014
• Lego DC Super-Villains 2018
• Lego Batman: Legacy of the Dark Knight 2026

Named in Wikipedia's own articles

Places the members' Wikipedia articles name with no matching Wikidata statement: weaker evidence, listed apart here exactly as it is on every page of this site.