I feel like Colorado should work for Last Train to Blue Moon Canyon since that's the only state that you get off the train in. The game spends way less time in Nevada.
I feel like trying to guess the specific county of England is unfair because if the game does mention it, then it's brief and forgettable. It can't be looked up either. Players aren't going to remember the county of England that it's in, just that it is set in England.