The original Mistborn trilogy has a traditional fantasy setting, maybe as late as Victorian, but this one is a bit more modern than that. Alloy of Law is set a couple hundred years later when they've discovered things like electricity and trains. Sort of a western vibe, though most of the story takes place in the city. This was actually only supposed to be a one-off story to showcase how things have progressed on Scadrial, the Mistborn planet, but people loved reading it, and Sanderson loved writing it, so this accidentally became the first in a series of four books.