It's pretty nebulous. But all I really mean is, Hannibal doesn't work if you see it as taking place in the real world. It makes little sense, the characters aren't convincing, and events happen that simply, well, couldn't.
But if it's taking place not in the real world, but in a world just removed from it, where strange things can happen just because, then it works a whole lot better. It's more like a twisted Wonderland than a strict police procedural.