The House of the Dead 2 is set in Venice (the waterways) and Rome, Italy (the Coloseum). Since the characters drive to the Goldman building, we can infer that in this story, the building located in Italy.
However, in The House of the Dead 4, the city has a different design, resembling London, UK. The buildings, the subway which resembles the London Underground, and many more. Since once again they drive to the Goldman building, it must have been the same place from 2?
A comment on YouTube asked of the Goldman building is both in Italy or UK. Could this be a continuity snarl? Please reply to this thread and tell me what you think.