The setting of the Rambo movie series is primarily in the United States and Southeast Asia. The first movie, First Blood, takes place in a small town in Washington state. The second movie, Rambo: First Blood Part II, is set in Vietnam. The third movie, Rambo III, is set in Afghanistan. The fourth movie, Rambo, is set in Burma. The fifth movie, Rambo: Last Blood, is set in Mexico. The acronym NAM stands for National Army of Myanmar, which is the military force of Burma.