It is set "in the near future", and in US/Canada/Mexico called "Organization of North American Nations" (ONAN)

http://query.nytimes.com/gst/fullpage.html?res=9C00E0DC1231F930A35750C0A960958260
"Alternately tedious and effulgent, ''Infinite Jest'' is set in the near future, specifically in the Year of the Depend Adult Undergarment, which would seem to be about 18 years from now. The United States has become part of the Organization of North American Nations (ONAN), federated with Canada and Mexico; most of northern New England has been transformed into a huge toxic waste dump and palmed off on the Canadians. Qubcois separatists, many of them in wheelchairs (les Assassins des Fauteuils Rollents), prowl the lower, nontoxic states, performing terrorist acts, understandably more bilious than ever now that giant fans along the border blow Northeastern American waste products in their direction. President Limbaugh has been fairly recently assassinated, and the calendar has been sold to the highest corporate bidder, giving us the Year of the Whopper, the Year of the Tucks Medicated Pad and so on."

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