Threepenny Opera is a good question, Henrik.
The Beggar's Opera on which it's based is definitely set in the 1700's. Brecht is writing in the 20th century. So some revivals have landed on the 19th century as a compromise (like the great Raul Julia LCT revival in 1976).
But I always thought the intent was to keep it in the 18th century-- 1700's. Are there any lines/ lyrics that make the date more specific?