Possible setting: Pittsburgh, PA

At least part of the game will most likely take place in Pittsburgh, PA. Check out this artwork from the game:
http://farm8.staticflickr.com/7010/6484070331_326e6cecb5_o.jpg

Brown skyscraper is the US steel tower:
http://en.wikipedia.org/wiki/File:Pittsburgh-pennsylvania-usx-tower.jpg

Skyscraper with the sloped roof towards the center is undoubtedly BNY Mellon Center:
http://en.wikipedia.org/wiki/File:Pittsburgh-mellon-center-2007-night.jpg

I’m fairly certain the lower building in the foreground with the arched windows is an unusual rendition of Penn Station:
http://en.wikipedia.org/wiki/File:Pittsburgh_Union_Station_Wide_2900px.jpg

The city in the backgroud is definitely Pittsburgh. I found one person who even recognized it as Grant St. on the corner of Liberty.