Petrograd, currently known as Saint Petersburg, was the capital of Russian Empire during the Romanov Dynasty. The city was renamed because the original name of Saint Petersburg sounded too German. Following the Russian Revolution, the city underwent another name change into Leningrad in 1924. The original name was restored shortly before the collapse of the Soviet Union (arround 1991) and the city has been called Saint Petersburg ever since.
Blood+ Adagio plot starts in Petrograd in the year of 1916 while the Romanov dynasty was under the Tsar Nicholas II.