[quote]During the Lost Cryptarch quest Amanda tells you to go back across the pond so we know that the city is not in Europe, Asia, Antarctica, Australia, and Africa, this leaves North and South America. This is not the first time the Last Cities location has been mentioned, in a adventure Hawthorne says she went across the ocean from her camp in the EDZ when the Red Legion attacked.[/quote] The City is locates in Russia (or North Europe). It's stated that the Cosmodrome is the area beyond the walls that protects the City, and a lot of Lore indicates this too, as well as the Twilight Gap map (and its lore). Even the Rise of Iron Raid its located in the wall (being one of the destroyed wall-zones). EDZ could be located in England, since that is an island and Suraya would have to cross the sea towards Russia. The EDZ is the real uknown, bur the City is clearly in Russia.

It's in old russia, hence the name "old russia" Unless people just forgot the names of the places after the collapse.