Based on the children’s book series by Aaron Blabey about a group of animals — a wolf, a snake, a shark, a tarantula and a piranha — that are always portrayed as criminal types but are trying hard to reform here, Desmarchelier says the script didn’t define where the action would be taking place. So when conceiving ideas, he looked at Chicago and New York as potential settings for the gang’s last heist.
Source: How ‘The Bad Guys’ Used L.A.’s Cinematic History to Create Noir Heist – Variety