I tend to write in England during the Regency, as opposed to other countries during the same time period. Would that still be considered the Regency Era even if it's not in England? Semantics, I'm sure.
Still, in this new series, The Hellfire Club spans the globe. As a real and semi-legitimate organization, it's entirely conceivable they truly did. After all, sex and politics is hardly unique to England, the Regency, or the modern era.
In writing these first two Hellfire Club Erotiques, I used my setting as France during the revolution. The Masque takes place during the height of the Reign of Terror, and The Escape just before that. I'm finding it incredibly interesting, and learning more French history than I ever knew.
It's what I love about writing historicals. No matter how well you think you know your subject, a little research and it's an entirely different world.