So WTSman sets a lot of stories in Denmark, and DeeBee has Finland covered. Whatsisname (has "old" in his handle?) has his many tales of harems of Filipinas, though usually they speak English, IIRC. And there's most of the stories with the Indian Erotica tag.
What other contemporary, non-fantasy stories are set in places where English isn't the native language, and the story is assumed to be told in translation?