The movie "A Christmas Story" is set in Indiana during the 1940s. The story takes place in the fictional town of Hohman, which was inspired by the real town of Hammond, Indiana. The movie follows the main character, Ralphie Parker, and his family as they navigate their way through the holiday season, dealing with issues such as the dangerous BB gun he wants for Christmas, the family's strict parenting style, and his father's struggles with his job. The movie captures the spirit of the holiday season and brings to life a nostalgic view of life in the mid-20th century.