The first three Acts of The Winter's Tale are set in the Sicilian court. Meanwhile, Act 4 takes place 16 years later and is a pastoral scene set in a shepherd's cottage in a mythical version of Bohemia, a region in the west of the Czech Republic that was an independent kingdom in Shakespeare's day. Since Sicily is historically a Roman Catholic region, whereas the pastoral connotes harmony with nature and the seasons, the play's combination of settings allows allusions to Christianity, classical mythology, and pagan seasonal festivals to coexist. Moreover, whereas the real-life Bohemia was a landlocked kingdom, Bohemia in The Winter's Tale has a seacoast—a geographical fictionalization that not only allows Shakespeare to incorporate Perdita's abandonment on a Bohemian beach into the narrative but also enhances the play's mystical tone and exploration of the power of faith.
In addition, seasonal changes in the play correspond to the vagaries of the plot. The first three Acts take place in winter and end with the disintegration of the family unit following the death of Leontes's son Mamillius and the presumed one of his wife Hermione. By contrast, the last two Acts take place in spring and end with the rebirth of Hermione, as well as the union of Florizell with Perdita and of Camillo with Paulina—and thus the promise of future childbirth. As Mamillius puts it in Act 2, "A sad tale's best for winter"—and a happy one is best for spring. The seasons in which the play is set thus evoke the possibility of hope and redemption after times of hardship.