I've always assumed it was New York City, but I could definitely be wrong.
shareI think it's intended that the city is unspecified, to underscore how widely it applied to American society at the time. I don't recognize any specific references in the movie, to place it in any particular city, though I know many would say it takes place in a Southern town. For example, the actors don't use any particular accent, that I could detect, that would help place the town.
I've never read Elizabeth Kata's novel, so I don't know if the book explicitly states the location, either. She was Australian, married to a Japanese concert pianist before the war, and interned as an enemy alien during it.
The bigger the government, the smaller the citizen.