I just remembered: Hindi doesn't like to start the sentence with a question word if it can be avoided, except for yes/no questions (they start with क्या).
In the given English, the subject is the (unknown) city, not the place 'there'. Like Maya in another comment, I wrote them in the other order, but it's not accepted, is that correct?
"There (वहाँ )" is a location in this context, correct? As a native English speaker, my initial take upon reading this sentence (in English) is to mean "which city exists" rather than "which city is at that location," although the sentence could be taken both ways.