To begin this post, I think we should start by defining Character - noun - "The aggregate of features and traits that form the individual nature of some person or thing." (Dictionary.com)

Mark Twain has a unique way of characterizing anything he includes in his novel, "Huckleberry Finn". I think some of the setting can, in fact, be thought of as a character on its own. Because of the life style and time period this story is placed in, there is a distinct personality of the time period.
That time, in which slavery was accepted, gives the arbitrary feeling that was once accustomed to the people back then. I think this observation proves setting can, and is, a character, because of the feelings and emotions that are brought to attention and acknowledged, unconsciously, while we read through the chapters. That can be referred to as "The aggregate of features. . . that form the individual nature of some person or thing", since that helps create the characters themselves.
Also, the setting allows for Huck's father to beat him. What he does, described in the book, would be considered child abuse nowadays. For example, when Huck is explaining to his father the "sivilized" reform lessons he'd been taught, from ol' Miss Watson. ". . . I'll give something better- I'll give you a cowhide"(29) and the time Huck is telling us about his first few days back with his father, ". . . But by and by pap got too handy with his hick'ry, and I couldn't stand it. I was all over welts."(32) By this happening, Huck gettin' hurt, its almost like the setting is doing it to him, because if this were set in, for example, the 1990's, somebody would find out, and Huck's father would immediately find himself in trouble with the law.