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Consider a conversation:

A: Where do you live?

B: I live in Madrid, Spain.

A native English speaker told me the following rules.

If B's answer is in the form of writing, everything is OK. Although, it might be grammatically incorrect for speaking as it is not easy to express a grammatical comma in speaking. Therefor, it's better to say this in speaking.

B: I live in Madrid in Spain.

Is it true? I've gone through a few associated topics in English Grammar Today, e.g. Geographical places, People and places and Place names. However, I haven't find a rule to referring to places for this context yet.

Could some give me a link to a widely recognized reference, like English Grammar Today on Cambridge Dictionary

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I don't think there is any formal rule about this.

Because quite a lot of places in the USA are named after European towns and cities, I believe Americans often say, for example 'Paris, Texas' (the title of a film, but a real place) or 'Rome, Italy' to avoid confusion.

We don't have the same need to do this in the UK (we would assume Paris to mean the capital of France unless specified otherwise), so you are more likely to hear '-town in -land'. However, I know I have sometimes referred to 'Boston, Lincolnshire', simply because Boston, Massachusetts is such a famous city.

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