Miss P's day is never given an actual date, but as far as I can tell, it's set sometime in the spring of 1940. Neville Chamberlain is still Prime Minister, and while war with Germany has been officially declared, but Britain is still in the "Bore War" phase. Only a few months later, in May 1940, Mr. Churchill will become Prime Minister and in September the Blitz will start in earnest.
I read many of the film's reviews, many of which revel in the film's froth, some of which criticize it for being too light.
Personally, I found the imminent Blitz to be a constant shadow. It's never overtly mentioned, but we see store mannequins modeling gas masks, British Spitfires flying God knows where (France, most likely) reflected in a building's windows, and the panic of a practice air raid drill.
Frances McDormand and amazing character actor Ciaran Hinds, as the older couple who've already lived through one war, add tremendous depth and gravity to what could be a throw-away film. McDormand's Miss Pettigrew still morns her lost love, killed in the last war. Hinds is a veteran who's the only one among his contemporaries still living. While Amy Adams and her beau gallivant off to New York on the Queen Mary, McDormand and Hinds are left behind, to face the Blitz we all know is coming.
Still, there's a feeling that they, of all people, will be strong enough to pull through and "do their bit."