Where is the Red Faction game series set?

The Red Faction game series (4 video games, 2001 to 2011) is set in no place this atlas can pin: Wikidata records a narrative location for none of them. A game is filmed nowhere, so a place here would be where its story happens, and for these games nobody has written that down yet.

The games

• Red Faction 2001
• Red Faction II 2002
• Red Faction: Guerrilla 2009
• Red Faction: Armageddon 2011