I rewatched the first episode just now (That would be the Nagasaki arc, where I just spent the weekend) and I'm going crazy about it. I said that it made Nagasaki seem magical and amazing, but what I didn't realise was that *every* *single* *location* really exists in Nagasaki. Also, Konoe asks Tsuzuki to buy castella, which was almost completely edited out of the fansubs I watched all those years ago. In fact, a lot of things were.
But wait, there's more...! I maded you a map!
Locations in Yami no Matsuei ep1
That's probably the sound of WAY TOO MUCH fannish effort being expended, but I had fun trying to remember where everything was.
Here's another view of Nagasaki (with some great photographs, even if I do say so myself!):
Spam From Japan: The Ruins of Gunkanjima
And a random post about Japanese words being used in English conversation:
Random Japanese words