The stories take place in the American Wild West some time during the second half of the 19th century. Lucky Luke is a solitary cowboy and a caricature of the righteous gunman (he can draw faster than his own shadow!). He always rides out in the sunset after his jobs are done.
The stories always include some amount of reality; it could be a plot-line that follows real events from the bygone age, or well-known characters such as Billy the Kid, Jesse James and Calamity Jane. From time to time the surprised reader also encounters real celebrities in supporting roles - David Niven, Lee van Cleef and Sarah Bernhardt are examples.