Worlds of Darkness 3: where is it

It all lies in the back of your brain
First of all, the "World of Darkness" is not a geographic notion. It is more like a situation or a feeling, one of dereliction and life -of a sort- in the abyss. Even when your character will triple lock the door, pour hot water into the bathtub and try to relax, he will not be able to dismiss the fact that the darkness is out there, gnawing at everything. So, if the MMO tries to stick with the concept of the World of Darkness as defined in the pen-and-paper game, it will present us with a world like ours, but with shadows stretching a bit longer, something inimical lingering in the air, a hint of despair and corruption permeating every city's skyline. No zombies in the mall, no elvish enclave, no space vampires, no mind-blasting psionic mutant super-villains. Just, to begin with, Mr. Smith looking forlorn, his personal finances teetering on the edge of a repossession nightmare, and Mrs. Smith carrying really unwholesome stuff in her handbag, but no one pays attention.
At the same time, (and this is a gut feeling) this vision caters to "serious roleplayers" who are only part of the traditional audience of White Wolf games. A large part of their customers, I believe, just enjoy playing high-powered, ass-kicking, supernatural creatures with their version of the American hero guilt syndrome. Nothing wrong here, this play style, though not the principal guide to the construction of the MMO, can be accommodated with.

Dark is the new black
There are some pictures ingrained in the mind of every White Wolf fan, thanks to artists such as Leif Jones, Christopher Shy, John Bolton, Larry MacDougall, Guy Davis, Timothy Bradstreet, among others; one such image is the ugly but thematically powerful cover picture of the first version of Chicago by Night, one of the very first books of the Vampire: The Masquerade line. Clark Mitchel's artwork features a vampire staked through the heart, falling down, the Hans Gruber way, from a skyscraper. That says it all: monsters in a modern setting, timeless evil and modern-day boardroom violence. (Nowadays the challenge would be to successfully mesh secret supernatural creatures with a world of social media and ubiquitous phone cameras. Once met, it might justify and rationalise the unique flavour of a World of Darkness with fast-moving hordes of lunatics spewing "fofofo" on passers-by. The Masquerade could be retitled the Joke, or the Game; "impressive Photoshop-fu, dude"; but I digress.)
So, all kinds of pictures come to mind, and the developer's task is to create the conditions for this dark landscape to come to life. First of all to build the abandoned slaughterhouses, sound-washed nightclubs, subterranean temples, glassy casinos, art galleries, sinister precincts, unwelcoming crack houses, unexplored caves, old sewers, 24/7 supermarkets, etc. Then to arrange the props, screw the bulbs and tune the shadows. And finally to unlock the door for your character to step in, capture the limelight and look like he just sprung out of a Most Wanted line-up, so that you can look at him and sense the fear and the loathing and just quack to yourself "man, I am the shit".
The World of Darkness will be in your ear too, playing with your nerves. Hopefully, there will be sound, there will be music, and there will be pacing and silence and sudden trepidation when silence is broken.

A tale of many cities
The World of Darkness is not on Google Maps but, still, the action needs to take place somewhere: in the dungeons of our time, as implied above.
It could certainly be in a huge city, let's call it Damnation City, like the city-building toolbox of the same name for Vampire: The Requiem. Indeed, the city is the nuclear setting unit of your typical vampire chronicle. There, you can have a Prince, perhaps about to get overthrown by dissenters, enemies trying to infiltrate the local society, etc. City denizens provide enough entertainment value for a vampire to live its whole undead existence there. Plus, it makes sense as a Dunbar's number-compatible unit for social interactions.
But it would not justify the "massive" aspect of the game, which can bring so much enjoyment. First of all, in my opinion, one megalopolis cannot justify being sprawling and huge enough to host hundreds of thousands of special people with fangs and spells and unusual diets, without stretching the definition of the setting from "contemporary horror" to "cyberpunk horror", thus diminishing its emotional impact (you relate more to stories that hit close to your home). At least conceptually, the setting needs to feature multiple cities.
City life is just part of the experience the World of Darkness can provide. For the rest, you need a world. If you have a world, you can have world-spanning conspiracies; you can have occult wars on a global level; you can have madmen proclaiming themselves King of the Night and sending squads of goons to quell opposition; you can have the powers that be constituting a cartel, an Inner Circle or whatever, and giving interviews to the New York Times.

Hardcore cooking about to take place
Even if we suspect what the ingredients are, there is a whole MMO mayonnaise waiting to be prepared here and no shortage of recipes. Which one would make the perfect fit? How does the nightclub relate to the city and the city to the larger world? How do we navigate from the places where we socialize (the nightclub) to the places where we live our random lives of darkness (the street)? If you have a clue, please tell.