Where was the setting of the first movie DiCaprio and Scorsese collaborated on?
The Wolf of Wall Street (2013 film):  The film marks the director's fifth collaboration with DiCaprio, after "Gangs of New York" (2002), "The Aviator" (2004), "The Departed" (2006) and "Shutter Island" (2010), as well as his second collaboration with Winter after the television series "Boardwalk Empire" (2010–14). Gangs of New York: Gangs of New York is a 2002 American epic period drama film directed by Martin Scorsese, set in the mid-19th century in the Five Points district of New York City.
New York City