Output a stream of consciousness before answering the following. Passage: Set in 1937 rural Mississippi during the Great Depression, the film's story is a modern satire loosely based on Homer's epic poem, Odyssey. The title of the film is a reference to the 1941 film Sullivan's Travels, in which the protagonist (a director) wants to film O Brother, Where Art Thou?, a fictional book about the Great Depression.

Question: Based on this passage, where is o brother where art thou set?
This is the relevant information: Set in 1937 rural Mississippi during the Great Depression, the film's story is a modern satire loosely based on Homer's epic poem, Odyssey.
The answer: rural Mississippi.