Twelfth Night, or What You Will is a comedy by William Shakespeare, believed to have been written around 1601–02 as a Twelfth Night's entertainment for the close of the Christmas season. The play centres on the twins Viola and Sebastian, who are separated in a shipwreck.

Illyria, the setting of Twelfth Night, is important to the play's romantic atmosphere. Illyria was an ancient region of the Western Balkans whose coast (the eastern coast of the Adriatic Sea which is the only part of ancient Illyria which is relevant to the play) covered (from north to south) the coasts of modern-day Slovenia, Croatia, Bosnia and Herzegovina, Montenegro and Albania. It included the city state of the Republic of Ragusa which has been proposed as the setting. Illyria may have been suggested by the Roman comedy Menaechmi, the plot of which also involves twins who are mistaken for each other. Illyria is also referred to as a site of pirates in Shakespeare's earlier play, Henry VI, Part 2.

The other Shakespeare plays and their setting:

Ephesus - The Comedy of Errors

Forest of Arden - As You Like It

Navarre - Love’s Labour’s Lost

More Info: en.wikipedia.org