The setting is of course White Wolf's World of Darkness line of games including:
The difference between playing HUNTERS and one of the above titles is that instead of playing a supernatural creature you play a human (or lesser supernatural) who is trying to destroy or discover the supernaturals from the above games, or other mysteries of the World of Darkness. This means that you'll be playing humans from different organizations such as the Inquisition, FBI, Arcanum, or other institutions.
Quick Note: This is not page which simply restates the information presented in the hunters, and allies books from white wolf but helps you use those books in a troupe style game. You do not necessarily need those books to play HUNTERS but they are helpful.