My vote goes to Victorian England, except that it doesn't.
The British Empire is the largest there has ever been; if you pick it as a setting, you pick pretty much EVERYWHERE as a setting. You could complete your objectives during the riots of the Chartists, sever the head of a corrupt Company officer during the Indian Mutiny, try and assassinate the Mad Mahdi in the Sudan, leap across the harbour in Hong Kong and/or China at the height of the Opium Wars, even tear-arse it through the whole of Western Europe with nothing but a British passport and a stabby thing in your wrist. Oh, and probably a pepperbox pistol as well, because those are just cool.
I also don't get what everyone seems to have against guns. Keep it historically accurate and there's no reason for Lord Hanley (I rather think that the idle rich are a breeding ground for the assassins, and there could be the obligatory subplot about his father being a Templar) to fear them. Rifles were only accurate to two hundred yards at the absolute most and swords were still in frequent use, especially in the colonies. Besides, knives and clubs and pistols would be the order of the day in many of the settings, and there's nothing quite as wonderful as spinning under some poor bugger's shot, kicking his gun out from his hands, and then braining him with it. Except doing it to several of them at once.