On Sat, 2009-05-30 at 12:20 -0700, Gary Shannon wrote:

> Speaking only for myself, using "at" with a city name in any context
> just feels very wrong to me. I might say "I will be at the conference
> in Reykjavik.", but I would never say "*I will be at Reykjavik." or
> "*The conference will be at Reykjavik." In my Midwest and Pacific
> Northwest American dialect the proper preposition to use with a city
> name is always "in". Always.

In my English English, "at" is less common but possible in some cases. I
suspect that it depends on the size of the place:

at Watford
?at Birmingham
*at London

Of course, there's always the idiomatic use of "at" in connection with
universities: "She's at Birmingham".