The Secret Life of Walter Mitty sports a large number of settings including four different countries (the US, Greenland, Iceland, and Afghanistan), and it perfectly implements them into the plot of the story. In fact, the setting is what drives a large portion of the film forward. What is impressive to me is that the film was able to use setting in more than one way. In some instances, the character(s) aren’t even in the place that progresses the plot. A great example of this are the pictures that were included in the same batch that the missing negative was supposed to be in, namely the picture of the water. Eventually, Walter figures out that there is a reflection of a boat in the water with its name. This leads him to Greenland, which sets him off on the journey he goes on for a large portion of the film. What can you, as a writer, learn from this? Setting can be used to drive a story in different ways.
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This film does a great job of implementing both characters and settings in multiple ways. I encourage any writer to sit down, watch this movie multiple times, and to analyze exactly what makes it work.