It seems that the Assassins are going to Ancient Greece.
Jeuxvideo-live.com, the outlet that originally leaked Crash Bandicoot N. Sane Trilogy for Xbox One, recently posted images of an “Assassin’s Creed Odyssey” keychain. The keychain features a Spartan helmet which points to that era. The game supposedly takes place in Ancient Greece and is the sequel to Assassin’s Creed Origins.
Updated May 31, 2018: Ubisoft confirmed Assassin’s Creed Odyssey was indeed the next game in the franchise, and released a teaser with the promise of more information at E3 2018.