Saint Sebastian 1) 1920's - Somewhere between England and France, still being a good little plague saint. 2) Victorian Era (1837 - 1901) - He was living in the UK, predominantly England, enjoying his life as a wealthy little house-boy to a couple of aristocratic novelists. 3) 1960's - London, still (again?). He was spending a unsettling amount of time with Nihilism as the Church was generally a huge dbag during this time. 4) Two months before they arrived in NYC. - He was in Los Angeles, trying to get a record deal on his own and failing miserably.
Nihilism 1) 1920's - Germany, having quite a delightful time inciting discontent among the post-war masses and whispering bad things in the ear of an up-and-coming politician. 2) Victorian Era (1837 - 1901) - France, kicking around with poets and philosophers and being a whiny, bitchy little jerk. 3) 1960's - England, hanging out with rockstars, Anarchy and lighting a flame under the ass of what would be Punk. 4) Two months before they arrived in NYC. - Detroit, doing pretty much exactly what he's doing now, minus the high school thing.
Opium 1) 1920's - San Francisco, living underground (literally) with the Chinese immigrants and enjoying his little bit of prohibition. 2) Victorian Era (1837 - 1901) - London where he owned an opium den for the large majority of it. 3) 1960's - Michigan, I believe, for a very short while. And then Chicago and back to San Francisco. 4) Two months before they arrived in NYC. - He was wherever Morphine found Montague. I'd say it was probably somewhere in the midwest.
Conspiracy Theories 1) 1920's - Chicago. He was working for a newspaper at the time. 2) Victorian Era (1837 - 1901) - Traveling frequently between Washington, DC and Virginia. He was a landowner and attempted to be fairly prominent in Northern politics while spying for the South. 3) 1960's - New Mexico. Two guesses what he was doing. 4) Two months before they arrived in NYC. - Washington, DC. He'd just got fired from a job working security at the Smithsonian.
Chernobog 1) 1920's - Germany, reaping post-war benefits and preparing for a second go at all that fun. 2) Victorian Era (1837 - 1901) - London! Probably with Khaos and definitely with Chort. Killing people! It was a very exciting time in his life. 3) 1960's - Er. Hell, I have no idea. He was somewhere killing people, you can count on it. 4) Two months before they arrived in NYC. - Los Angeles, packing up his home, burning the evidence and arranging for new digs on the other side of the continent.
Tattoos 1) 1920's - Southern Florida, working with rum-runners. 2) Victorian Era (1837 - 1901) - He was a sailor with the British military. 3) 1960's - Hawaii, hanging out with Norman Collins and Don Hardy. 4) Two months before they arrived in NYC. - Miami. Doing what Tattoos does best.
Annie Oakley 1) 1920's - Teaching women how to shoot, doing some small-time touring and enjoying her old age. 2) Victorian Era (1837 - 1901) - Touring with Buffalo Bill for most of it. 1901 was when she was in the train accident that left her temporarily paralyzed. 3) 1960's - During the first half she was doing an off-Broadway production of Annie Get Your Gun in Chicago and during the second half, she'd gotten bored and started following some band around on tour. 4) Two months before they arrived in NYC. - Technically she hasn't arrived in NYC - she lives in New Jersey. But before that she was living in Ohio, doing competitive shooting.
I didn't list Indie, Emo, Twee or Ketamine because none of them were born before 1960 or Geek because she was born in 1950 and Harvey for the same reason. Didn't list Coyote because the answer to everything would be "In America". Didn't list Nergal because I don't know where he was during any of these eras and he refuses to tell me.