"Hol laksz Japánban?"

Translation: Where are you living in Japan?

[SedatKlc]

why do we always change the case? magyarorzagon lakom, laksz japanban. do we also say 'hol laksz japanon?'

[matanov]

It's only with Magyarország (and some Hungarian cities, including Budapest) you use -on/en, -ra/re and -ról/ről. With most of countries you use -ban/ben, -ba/be and -ból/ből.

[vvsey]

There is a more extensive listing and explanation here, if interested:
https://www.duolingo.com/comment/16585068