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i would say make- beleive or fantasy but i think its set in diffent chunks of history its mainly focused on the victorian era with the carriages,nobles/heirachy, technology(no tv) and weponary....but not based on london's location or events(e.g. the great fire or black plague) its also based around 'alice and wonderland' with the chains, different dimensions blah blah blah so yeah overall its a fantasy which has no given name except- Pandora and sablier O and abyss but thats a parralel universe.......Meh!

but it said in the anime about different parts of the country, such as the mansion Oz held his corronation was in the capital of Leverru and Gil was found on the island of Bezarius before he was taken in by oscar and gave him the role of Oz's servant