It's not in one city, it's a big wall across northern China. You can see it in Beijing.
The Great Wall of China is not in one specific city, it is in many cities. It's sort of a border around China.
Beijing
The Great Wall is not in any one city. It is way to long to be in one city. It stretches across China, and is so large, it can be seen from earth orbit! A link can be found below.
It runs through many different cities, seeing it is very long.