Rio de Janeiro, or simply Rio is a city on the South American continent on Earth, in a region called Brazil.
The holodeck's aboard the USS Enterprise-D had a simulation of Rio's famous Carnival Celebration. (TNG: "The Emissary")
In 2375, Ezri Dax stated, that Jadzia was fond of Rio as a place to live, as Miles O'Brien thought of moving back to Earth. (DS9: "What You Leave Behind")