The classic movie "A Christmas Story" was set in Indiana during the 1940s. It's a heartwarming tale about a young boy named Ralphie who dreams of receiving a Red Ryder BB gun for Christmas. The story captures the magic and nostalgia of the holiday season, depicting the struggles and triumphs of a young boy growing up in a small town. It's a timeless classic that's sure to bring back fond memories for many viewers.