RE4 took place in Spain.
Plus, if you hated RE4 on either the Cube or the PS2 (like I did), try the Wii version. It's fucking awesome. Plus, I think UC won't be that bad - it's just Time Crisis and going through all of the RE games' storylines. And that's not necessarily a bad thing, since the Wii remote is nothing more than a small-scale light gun to begin with.
Case in point - I had a hard time even getting 30 minutes into the GC and PS2 version of RE4, because I thought that a badass govt' agent like Leon wouldn't shake that bad when he held a gun. You couldn't be accurate for shit. But the Wii version, however, uses the remote PERFECTLY: Leon is just as accurate as YOU are. It's a really nice touch.