The seventh book, The Vile Village, sees the Baudelaire's back in Mr Poe's office waiting to find out what latest terrible living circumstance he's managed to find. Unfortunately, even distant relatives want nothing to do with them and Mr Poe is reduced to a new government program based on the idea 'it takes a village to raise a child'. The children at least have a choice of village - but with Paltryville (the location of the Lucky Smells Lumbermill, book 4), Tedia (near where Uncle Monty lives, book 2), Ophelia (Mr Poe vetoes this because of a rival bank - Ophelia Bank - yes good you have the children's welfare in mind) and V.F.D. - the final choice seems an obvious one. I mean, they still have no idea what V.F.D. stands for but being in a place that has the same initials can only lead them to the answers they seek.
A Series of Unfortunate Events #7 :The Vile Village
Lemony Snicket