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Why do I say io vado a Bologna (city) and io vado in Italia (country)?

For example, I can’t say io vado ad Italia.

Why do we always use in (not a) for countries and a (not in) for cities?

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I think it is more a question of usage rather than logic. The following material can help:

La preposizione IN esprime il complemento di luogo e quindi risponde alla domanda "dove?" o "verso dove?", in particolare si usa con i verbi di stato o di movimento davanti a:

  • nomi di nazione: Sono in Italia. Vado in Marocco.
  • nomi di grandi isole e regioni: Abito in Sicilia. Lavoro in Normandia.
  • nomi delle vie: Abito in via San Vitale 10.

La preposizione A esprime il complemento di luogo, ovvero risponde alla domanda "dove?" o "verso dove?" e si usa con i verbi di stato o di movimento.

Alcuni esempi:

  • a casa, a scuola, a teatro, a pranzo, a cena, a colazione, a letto.

  • Si usa davanti ai nomi di città: Abito a Milano. Studio a Londra.

Source: http://www.zanichellibenvenuti.it/wordpress/?p=385

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    To summarise, and somewhat explain, in English: in principle in denotes a place somebody or something stays in, while a denotes the destination of a movement. But in the current usage the two are often exchanged, and the nature of the place tends to dictate the preposition to be used: whether it is a city, a country, a street..., as in the examples given. So, for instance, you'll use in for towns only in rare, formal situations: a bureaucratic-sounding ditta con sede in Roma, say. – DaG Jul 24 '14 at 10:18
  • Now I'm pretty much confused with these rare cases, but anyway your comment made things more clear.. thanks – Hatem Alimam Jul 24 '14 at 10:39
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    @Hatem Alimam - my suggestion is to learn them without much thinking about it. Usage will come natural after a while. Same problem with English with the use of to/in/into/... – user519 Jul 24 '14 at 10:43

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