http://www.ign.com/articles/2016/08/29/legion-noah-hawley-on-his-surreal-approach-and-casting-dan-stephens-for-the-marvel-adaptationQuote:
IGN: What's your visual inspiration with Legion? Bill Sienkiewicz's art for New Mutants [the comic that introduced Legion] was so amazing and distinctive, but it seems unlikely you could do literal translation of that.
Hawley: It has its own visual aesthetic to it, and part of that is being a story kind of out of time and out of place. And the design of a show has to have its own internal logic. You know, you mentioned Hannibal earlier and that show is a great example of something that had this almost fetishistic beauty to everything that you saw, whether it was food or violence. Once we started going down a path of a sort of, for whatever reason, mid-60s British design aesthetic, you have to follow that down the rabbit hole. But those visuals are really powerful. I think that's why the comics resonate so much, and why those characters are so easy to reinvent by new artists, because suddenly it looks different it looks completely different. When Frank Miller comes in, that's a different Batman, you know?
Hawley says the show is done in 1960s style, not that it was set in the 1960s.