Egypt

Egypt is a country that spans from the northeast corner of Africa to the southwest corner of Asia. Slytunkhamens I, II and III lived there in the 14th to 13th centuries BC. Egypt's capital is Cairo, which is home to the Museum of Natural History where the Clockwerk parts were located.

1300s-1200s BC
Slytunkhamen Cooper I started the Cooper Clan in 14th century BC in Egypt and created the Thievius Raccoonus, which he used to record both his exploits of stealing from corrupt pharaohs and greedy noblemen, as well as his Invisibility technique. He eventually had a son, Slytunkhamen Cooper II, who was the first known Cooper to use the Cooper Vault for storing his riches. A third Slytunkhamen Cooper also lived in Egypt in the 13th century BC.

Sly 2: Band of Thieves
After the events of Sly Cooper and the Thievius Raccoonus, the Clockwerk parts were moved to the Cairo Museum of Natural History. Sly and the gang planned and carried out a heist to steal them before they could be stolen by anyone else and used for evil, but when they arrived, the parts had already been stolen by a group known as the Klaww Gang.

Sly Cooper: Thieves in Time
Sly is currently trapped there sometime in the past, following the defeat of Cyrille Le Paradox.

Behind the scenes
Egypt, and more specifically ancient Egypt, was going to be included as the first of six episodes of Thieves in Time but was cut due to size limitations of PlayStation Vita games. The episode has a completed script and was then intended to be developed and released as post-launch DLC for Thieves in Time, but this did not occur for unknown reasons. Not much is known about the episode. It was at one point titled "The Curse of the Pharaohs," some concept art was revealed and one of Sly's Egyptian ancestors—Slytunkhamen Cooper, Slytunkhamen Cooper II or Slytunkhamen Cooper III—would have made an appearance.