Gamehelper has an interview with Ted Price, CEO of Insomniac, which they did at E3.
The game is set solely in England with two cities, Manchester & London, confirmed:
V: Now, does the game lead to anywhere else in Europe? Or does Resistance stay within English borders.
TP: The game takes place in England, yeah. You actually go [...]
"Resistance: Fall of Man Interview" - 23.05.06