Passage: Set in 1937 rural Mississippi during the Great Depression, the film's story is a modern satire loosely based on Homer's epic poem, Odyssey. The title of the film is a reference to the 1941 film Sullivan's Travels, in which the protagonist (a director) wants to film O Brother, Where Art Thou?, a fictional book about the Great Depression.\n\nQuestion: Based on this passage, where is o brother where art thou set? Let's have some stream of consciousness first.
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This is the relevant information: Set in 1937 rural Mississippi during the Great Depression, the film's story is a modern satire loosely based on Homer's epic poem, Odyssey. So, the answer is rural Mississippi.
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