We actually broke the rules and set ours in gaslight London (though the PCs still represented marginalized populations). I went the extra mile to make the Fey utterly alien in their outlook, which was both hilarious and terrifying. Making deals with a demon was a central part of the story arc, as was the recovery of a particular book from a group of hermetic arcanists. The Ghost PC in particular was initially like skeptical until it came out that the book perhaps held the secret of re-incorporation (i.e. "unghosting"), and suddenly she was like, "Find. The. Book."
It was a ton of fun, but I think we applied the "roll for new debts at the beginning of every session" move too much, and as a result the game eventually groaned under the weight of all of the obligations everyone was tracking. Were I to run it again, I'd cut way back on that.