There were at least two clues in Labyrinth of Lies about the location of this upcoming game. I'm happy to see that it is in fact going to be where I suspected. If done right, this could be a very interesting installment in the Nancy Drew series.
Maybe this game will involve some of the history of the Salem Witch Trials in Salem, Massachusetts?
Just to clear up any (possible) confusion, someone posted this information on the Her Interactive forum, having finished Sea of Darkness and seen the trailer for Nancy Drew #33. Also, apparently a character from two previous Nancy Drew games is going to be in #33, probably via the phone:
Deirdre Shannon from Alibi in Ashes and The Deadly Device.