De versus en

Hola Bob

In Spanish, when mentioning something "in" a city/country, we often use the preposition "de" in Spanish (although you can also use "en") as if saying at the same time "in there and belonging to Spain", hence the use of "de".  It's not only for cities or countries, you could also apply to other general places, for example we'd more naturally say "Marcos es el niño más inteligente DE mi clase" - Marcos is the smartest boy IN my class. 

I hope this clarified it.

Saludos y felices fiestas

Inma