The idiomatic idiosyncrasies among references to one’s relationship to geographical or topographical features make selecting the correct preposition a challenge for nonnative speakers, but even those born to English can stumble. This post discusses various classes of phrasing about location.
One lives in a town or city, county, state, or nation but on a continent. One writes of one’s residence in a neighborhood or district, but a reference to a side of a city (Chicago’s North Side or New York City’s East Side, for example) is oriented with on. If one lives virtually or literally in the shadow of an imposing natural or artificial edifice, however, one might say that one lives beneath Telegraph Hill or works under the Gateway Arch. If one is referring to some point past one’s current location or another reference point, one might say that the place in question is, for example, below Broadway, even though no change in altitude is involved.
In topographical contexts, the preposition depends on the position: One lives in the foothills or in the mountains, even though, presumably, one is not a cave dweller, or in a canyon or valley. But one lives, or stands, on the hillside or mountainside — or on the hilltop or the mountaintop — or on the valley floor. These distinctions apply to proper names, too: One vacations in the Catskills or backpacks in the Rockies, but one stands on Spyglass Hill (though one can either hike on or up it).
One drives on or along a street, road, or highway, but one takes a turn at an intersection or exits at (or onto) an off-ramp.
“In the sea” and “under the sea” refer to being or traveling beneath the surface of the ocean. However, on, just as on land, is the correct preposition for references to surface travel, though one might also refer to coursing along or over a sea route. One also moves on, along, or over a lake or another body of water, although on also applies to one’s position in reference to a coast, shoreline, or bank, as when visiting friends who live on the ocean, staying at a campsite on a lake, or having a house on a river.