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There is little that is known about this mysterious man, and the Wiki only suggests speculation based upon his weapon choice.

It has been suggested that he is from Carim, as the Sniper Crossbow he uses originates from there, but this is only speculation.

There has been some more speculation made by others suggesting a title of Earldom, from the description of the Bite rings (Poison Bite, Curse Bite, and Bleed Rings) that he sells:

One of the infamous bite rings commissioned by Sir Arstor of Carim.

(However, in my opinion that speculation doesn't hold much water, simply due to a similar sounding name)

Now, one suggestion I came up with is that he might be from Bloodborne, or a similar setting. Highly unlikely, I know, but there are some points to be made:

• His attire - very Victorian-esque (particularly the coat and top-hat), which doesn't match anything else in the game, as well as the Guy Fawkes mask.


• His Dialog - "Hm…Oh, let me guess… Snatched by a shadowy limb, and dragged off to the past? [...] Yes, of course. Exactly what happened to me. We are both strangers in this strange land. But, at least now there are two of us."
  

Plus the fact that the developers of the Souls series like to bring icons from previous games into their new ones - particularly the Moonlight [Great]Sword and Patches (sources needed).

Very heavy speculation ahead -

In the Art Book for the original Dark Souls , Chester can be found, but as concept art. He was later added to the game in the DLC perhaps as some form of teaser....? Here is my inpsiration for this idea

So - to the question: Where is Marvelous Chester actually from??

I don't know that there can be a solid answer. One can look at a few facts to piece together something though:

1. The Oolacile area you were dragged to is in the past, given that Artorias's grave is guarded in the present by Sif, while you fight him in Oolacile. Wherever Chester is from, he's not from Oolacile. He also believes he's in the past. Though not clearly stated, we can assume he may be from further in the future than the player.


2. From Software likes to add little references to other games, with little explanation. For example, the various iterations of Patches and the Moonlight Swords you gave fit this.


3. Keeping in mind number 2, we can see in Bloodborne multiple similarities outside the Oedon Chapel. The shadowy limb of an Amygdala snatches you and drags you to a nightmare depicting the past, The Hunter's Nightmare DLC. At that same location, if you're fast enough to grab the item before being snatched, you'll find attire similar to Chester's, notably a top hat.


4. Finally, also keeping in mind 2, Dark Souls 3, one of the Lords of Cinder, Aldrich, is referred to in one item description as having visions of "the deep", a concept referenced more frequently in the world of bloodborne.

Now, 3 and 4 may simply be fun little references, or they may be taken as solid connections; I think that's up one's own interpretation.

As there has been a solid answer that Dark Souls and Bloodborne are completely separate universes, it can be confirmed that within the confines of the Dark Souls Lore; no, Marvelous Chester is not from Bloodborne. Within the confines of the game, all we have to work off is that he could potentially hail from Carim, due to the Sniper Crossbow he wields. Additionally, his dialogue suggests that the Gods of Anor Londo still do exist (at least in belief systems) in the future referring to "Juniper", whom is another name for Gwynevere:

"[…] Oh for Juniper's sake […]"

That said, he is a "spiritual", and potentially mechanical reference to Bloodborne, similar to the Moonlight Blade, and Patches:

[…] the team working on the Artorias of The Abyss DLC would then immediately go on to work on Bloodborne, and many of the unusual attributes of Chester's movement and fighting style, such as only using a ranged weapon, having a multi-projectile throwing weapon, and relying primarily on leaping dodges instead of rolls and blocking, match up with later developer commentary on early core mechanic ideas that were being discussed for Bloodborne specifically at that very early stage of development. Chester has a model rigging unique to him, unlike almost every other NPC, and it is very likely that Chester was in part a prototype test character for determining the viability of programming, rigging, and implementing some of these ideas in gameplay.

Source