It would have to be a mix....Chicago doesn't have a subway, per se, rather an Elevated system (The 'El'). Having lived there at one time, I didn't recognize any of the settings used in the game.
While MH 1 occurred in Carcer City (except for the last 3 episodes at Starkweather's manison), I don't recall hearing any reference to a specific city in MH 2.....The game begins at Dixmor Hospital, goes to a Carcer-like city for the first part of the game. There are 4 flashback episodes sprinkled in there also, A high rise city center (Maibatzu Plaza), an Island (Blackwell Island), a storage facility (near Watkins Trainyards), and a suburban neighborhood (Wooddale). The other spots included an old movie outdoor setting, attached to a TV studio, a laboratory, a graveyard, and inside Danny's mind.
