This description, as well as the picture, is taken from the Sly Cooper Wiki, particularly from the “Setting” section on this page.
The world of Sly Cooper is a version of the real world that is populated by anthropomorphic animals, with film noir and comic book motifs. In addition, the world of Sly Cooper is filled with super-science and magic. The focus of the story is Sly Cooper, a young adult raccoon and the latest descendant in a line of master thieves who pass down their expert techniques from generation to generation using the Thievius Raccoonus, a book which contains all the Cooper Family’s secrets and tricks. While the Cooper family has accumulated a massive amount of wealth through their thieving ways, Sly places greater value on his friendship with his partners, Bentley and Murray, and his flirting and teasing relationship with Inspector Carmelita Fox.