"Marcus lives in New York."
Translation:Marcus Novi Eboraci habitat.
Novi Eboraci is the locative case, it already specifies that it is a location. The locative is only used with names of cities, towns, small islands (have one city or town on them), and a handful of other nouns (like domus, humus, and rus).
in, when specifying a location, uses the ablative. e.g. in foro -> 'in the forum'