Santo Ileso is made up of nine individual districts with each one designed to use a different traversal method. And the financial area, at least from the trailers (and to my British eyes) seems to have been pulled from downtown Santa Fe.
The neon-strewn casino district (El Dorado) seems to be inspired by those found in Albuquerque. The new game is called Saints Row (which we're told has no subtitle, despite the repeated use of the 'Self Made' tagline even on the box art), and is set in Santo Ileso (Spanish speakers, does that pun work for you?), a stand in for America’s Four Corners region which the developers are calling the “weird west.” There are Route 66 signs scattered across the landscape and the desert that surrounds the city, with its patchy grass and tall mesas, looks a lot like Arizona.