Innocent Blood

Marie (Anne Parillaud) is a very appealing modern-day vampire in Pittsburgh, with a moral code that limits her bloodsucking to the criminal elements of society. After feasting on mafioso Tony (Chazz Palminteri), she shoots him in the head with a shotgun to cover up the bite marks on his neck and to prevent him from coming back as a vampire. Undercover cop Joseph Gennaro (Anthony LaPaglia) visits the crime scene, but is taken off his assignment of infiltrating the crime family of Salvatore 'The Shark' Macelli (Robert Loggia) and put into protective custody by District Attorney Sinclair (Angela Bassett) for being witnessed at the crime scene by the media.
The next night, Marie seduces Salvatore, who takes her back to his mansion for "dinner". Marie is warded off when Salvatore serves Garlic Mussels, and she tries to escape through the bathroom window, but finds it barred up. Salvatore attempts to rape her, but Marie manages to overpower him and drain his blood. But before she can finish him off, Salvatore's limousine driver, Lenny (David Proval) intervenes, and she is forced to flee. Gennaro investigates the scene, and finds a trail of blood and a woman's shoe on the roof, Gennaro follows it to a nearby church where he finds Marie and a chase ensues, but she manages to evade him. When Gennaro gets back to his car, Marie finds him and demands that he take her to the morgue where Salvatore was taken. Meanwhile, Salvatore, now a vampire, awakens in the morgue and escapes by stealing a car and drives to the home of his attorney, Manny Bergman (Don Rickles), being witnessed by police and the media in his escape.
Outside the morgue, Gennaro leaves Marie with his colleagues Dave Finton (Leo Burmester) and Morales (Luis Guzman) and goes to Bergman's house to pursue Salvatore. Marie escapes from custody and follows him. At Bergman's home, Salvatore drinks Bergman's blood, and Gennaro is captured by Salvatore's men Lenny and Jacko (Tony Sirico). The three mobsters take Gennaro to the docks and attempt to kill him using the compactor of a garbage truck. Marie arrives, saves him and kills Salvatore's men, but Salvatore manages to escape. Gennaro and Marie attempt to pursue him but the sun rises and Marie has to retreat into a motel. Salvatore hides in a meat factory that he owns. Bergman is transferred to a hospital, but, after becoming a vampire, he is burn alive when a nurse opens the window and lets sunlight in. In the motel, Gennaro and Marie confess their feelings for each other and have sex.
The next night, Salvatore travels to a strip club that he owns, and begins turning his men into vampires like himself. Gennaro and Marie begin searching all known mafia hangouts for Salvatore. Finton and Morales track him down to the strip club, but Salvatore's men kill Finton. Marie and Gennaro arrive in time to save Morales and kill Salvatore's men by shooting them in the head. They chase Salvatore out onto the street, where he causes a collision between a taxi and a bus. Gennaro kills him by igniting him with the leaking gas tank of the bus and then shooting him in the head. Marie can no longer handle being the monster she is, and attempts to commit suicide by the sunlight, stating that she "died a long time ago". Gennaro talks her out of it, telling her that he loves her. Gennaro books her into a nearby hotel, and Marie states that he "makes [her] feel alive".

Question: Which city is Marie living?
Answer: Pittsburgh