What is the significance about setting and/or place in your chosen American films?

In both Badlands and Natural Born Killers (NBK) the setting plays a large role in the representation of the characters and the narrative. Oliver Stone who directed NBK used the desert as a connotation of freedom amongst the lovers which is a common feature of the 'Lovers on the lam sub-genre'. The use of desert and wilderness is also used in Terrance Malick's Badlands for the same reasons. One of the genres of this sub-genre is 'Road'; the fact that they're on the road and have no grounded place or home shows they feel they should not abide by normal rules and that they're different.
The setting is particularly important in the scene in which Micky and Mallory turn off the road. There are shots of desert animals such as wolves and snakes which is a symbolism of Mickey and Mallory's true mindset. There is a tilt shot of Mickey as he is vomiting from taking magic mushrooms, it starts from his shoes that have snakes on them. The snakes are a connotation of evil and sickness due to their common green colour. As it tilts up to his face we see they're in a very wide and open space, almost as if they're abandoned or lost there.

How far do American films (Badlands + Natural Born Killers) depend on well established narrative genre conventions?

One of the main conventions in 'lovers on the lam' (LOTL) is romance. In Badlands it's presented in a less passionate way than in Natural Born Killers (NBK) in that we see no real romance amongst Kit and Holly, this is a connotation of the immaturity and innocence of the two; however in NBK the romance is very obvious and strong amongst the two. We see them cut their hands and press them together to transfer their blood into each other's blood streams; this is seen as a commitment amongst some. They do this action in their 'wedding ceremony' that Mickey performs. In Badlands they don't do much to commemorate their love other than that Kit wants to take home a rock, the day they first had sex.
Holly never seems too bothered about their love or making a mark like Kit does. This is to show her innocence, it's saying that a girl of  her age isn't aware of love in the real world and the consequences of it all. In NBK whenever Mickey and Mallory commit murders, they keep one clerk alive to tell the tale of Mickey and Mallory Knox - they are making their mark and hiding in plain sight.