Well, Los Angeles is the setting of 'Pulp Fiction'. It gives the story a specific backdrop. The city's diverse and sometimes seedy elements contribute to the overall noir - like atmosphere of the movie. For example, the different locations in LA, like the diner and the seedy motels, play important roles in the various storylines.
The SCP Foundation is purely fictional. It's a collection of imaginative and often creepy stories and characters that are made up for entertainment purposes and have no basis in reality.