Because of the reference to the destruction of the Temple in Jerusalem in 70 CE (Mark 13:2), most scholars believe that Mark was written some time during the war between Rome and the Jews (66-74). Most early dates fall around 65 CE and most late dates fall around 75 CE.
Those who favor an earlier date argue that Mark's language indicates that the author knew that there would be serious trouble in the future but, unlike Luke, didn't know exactly what that trouble would entail. Of course, it wouldnt have taken divinely inspired prophecy to guess that the Romans and Jews were on yet another collision course. Supporters of early dating also need to make room between Mark and the writing of Matthew and Luke, both of which they also date early as early as 80 or 85 CE.
Conservative scholars who favor an early date often rely heavily upon a fragment of papyrus from Qumran. In a cave sealed in 68 CE was a piece of a text which it is claimed was an early version of Mark, thus allowing Mark to be dated before the destruction of the Temple in Jerusalem. This fragment, though, is just one inch long and one inch wide. On it are five lines with nine good letters and one complete word hardly a firm foundation upon which we can rest an early date for Mark.
Those who argue for a later date say that Mark was able to include the prophecy about the destruction of the Temple because it had already happened. Most say that Mark was written during the war when it was obvious that Rome was going to exact a terrible vengeance on the Jews for their rebellion, even though the details were unknown. Some lean more towards later in the war, some earlier. For them, it doesnt make a great deal of difference whether Mark wrote shortly before the destruction of the Temple in 70 CE or shortly after.
Mark's language contains a number of "Latinisms" loan words from Latin to Greek which would suggest that he thinks in Latin terminology. Some of these Latinisms include (Greek/Latin) 4:27 modios/modius (a measure), 5:9,15: legiôn/legio (legion), 6:37: dênariôn/denarius (a Roman coin), 15:39, 44-45: kenturiôn/centurio (centurion; both Matthew and Luke use ekatontrachês, the equivalent term in Greek). All this is used to argue that Mark wrote for a Roman audience, perhaps even in Rome itself, long the traditional location of Marks work in Christian beliefs.
Because of the dominance of Roman customs across their empire, though, the existence of such Latinisms really doesnt require that Mark was written in Rome. Its quite plausible that people in even the most distant provinces could have become used to using Roman terms for soldiers, money, and measurement. The inference that Marks community was suffering persecution is also sometimes used to argue for a Roman origin, but the connection isnt necessary. Many Christian and Jewish communities suffered at this time, and even if they didnt, simply knowing that somewhere Christians were being killed just for being Christian would have been sufficient to produce fear and doubt.
Its likely, though, that Mark was written in an environment where Roman rule was a constant presence. There are many clear signs that Mark has gone to great lengths to absolve Romans of the responsibility for Jesus death even to the point of painting Pontius Pilate as a weak, indecisive leader rather than the brutal tyrant that everyone knew him to be. Instead of the Romans, Marks author lays the blame with the Jews primarily the leaders, but also to the rest of the people to a certain degree.
This would have made things much easier for his audience. Had the Romans discovered a religious movement focused upon a political revolutionary executed for crimes against the state, they would have clamped down much harder than they already were doing. As it was, a religious movement focused upon on obscure Jewish prophet who broke a few irrelevant Jewish laws could be largely ignored when there werent direct orders from Rome to increase the pressure.