If I recall correctly, the story describes life on the American frontier, but the characters soon realise there's a world outside and that they're essentially living in an exhibition. The characters then escape and I am 99% sure that the area they escape to the "real world" and discover the truth is either: Indianapolis or Minneapolis - it definitely ends in -polis. I read this in about 2000, but no idea when it was published!
This is a book. People say it sounds similar to Westworld and it is very similar, but they are humans not robots.
I may be entirely wrong but I believe that the characters discover that they are in this exhibition because they discover some "limits" to their world maybe like the glass panel or something. I also think there is some requirement for the girl to go somewhere outside of the exhibition maybe for medical reasons but honestly I am not sure that this is true or if I'm making things up.