Because they are the least requested of the five places, I will begin with the Midwest and New York City. In regards to the Midwest, Nick (the narrator) first describes his home as what he would later describe as “the warm center of the world” (3). This is the place where Nick’s father said, “Whenever you feel like criticizing any one . . . just remember that all the people in this world haven’t had the advantages that you’ve had” (1). However, when Nick returns from World War I, “instead of being the warm center of the world, the Middle West now seemed like the ragged edge of the universe—so I decided to go East and learn the bond business” (3). Ironically, after seeing the corruption of the East, Nick hightails it back home at the end of the novel.
In regards to New York City, it is the one aspect of setting that always serves as an escape. Tom and Myrtle frolic as an adulterous couple in the city and “slid out from the mass of the station into the glowing sunshine” (27). Jordan thinks of it in the same, sensual way: “I love New York on summer afternoons when everyone’s away. There’s something very sensuous about it—overripe, as if all sorts of funny fruits were going to fall into your hands” (125). Daisy, Tom, and even Gatsby use it to try and escape the tension in their love triangle. “’Come on!’ [Tom’s] temper cracked a little. ‘What’s the matter, anyhow? If we’re going to town, let’s start.’ His hand was trembling with his effort at self-control.” Still, I’m afraid these first two places (the Midwest and New York) are nowhere near as important as the final three.
The absolute best place to find information about East Egg and West Egg is in the first chapter of The Great Gatsby, where the narrator (Nick Carraway) describes both places in great detail. First, Nick gives the geographic location of East Egg and West Egg which are both located on Long Island, New York. "It was on that slender riotous island which extends itself due east of New York—and where there are, among other natural curiosities, two unusual formations of land" (4). Next, Nick speaks of the East Egg and West Egg in regards to their similarities and differences:
Twenty miles from the city a pair of enormous eggs, identical in contour and separated only by a courtesy bay, jut out onto the most domesticate body of salt water in the Western hemisphere, the great wet barnyard of Long Island Sound. They are not perfect ovals--like the egg in the Columbus story, they are both crushed and flat at the contact end--but their physical resemblance must be a source of perpetual confusion to the gulls that fly overhead. To the wingless a more arresting phenomenon is their dissimilarity in every particular except shape and size (5).
Nick then describes, in detail, the specific differences between the two. Nick deals with West Egg first because that is where he lives. "I lived at West Egg, the--well, the less fashionable of the two, though this is a most superficial tag to express the bizarre and not a little sinister contrast between them" (5). Then he deals with the area that perplexes him the most: East Egg. "Across the courtesy bay the white palaces of fashionable East Egg glittered along the water, and the history of the summer really begins on the evening I drove over there to have dinner with the Tom Buchanans" (5).
In other words, the filthy rich live in the two Eggs. However, there is a big difference between them: East Egg holds the "old rich" who have always known money while West Egg holds the "new rich" who have only recently acquired wealth. East Egg and West Egg are nicely foiled by the Valley of the Ashes, which is described succinctly in the second chapter.
In regards to the Valley of the Ashes, the best place to look for that description is in the Chapter 2 (which serves as a nice foil to Chapter 1). The Valley of the Ashes is in direct contrast with the Eggs, and is described as such:
About half way between West Egg and New York the motor road hastily joins the railroad and runs beside it for a quarter of a mile, so as to shrink away from a certain desolate area of land. This is a valley of ashes--a fantastic farm where ashes grow like wheat into ridges and hills and grotesque gardens; where ashes take the forms of houses and chimneys and rising smoke and, finally, with a transcendent effort, of men who move dimly and already crumbling through the powdery air.
Further, the setting highlights the morality of the place and is followed up nicely by the description of a sort of morbid "god" that is Doctor T. J. Eckleburg who watches over the immorality with disgust. All together, however, these five places that compose the setting of The Great Gastby are as rich as the people of the roaring twenties.