Milan is a city in the former nation-state of Italy on Earth.
In 19th century San Francisco, a gentleman named "Mr. Pickerd" told his landlady Carmichael that he and his theater troupe had played to full houses in London, Paris and Milan. (TNG: "Time's Arrow, Part II")
Leonardo Da Vinci once had plans for a great bronze horse in Milan, but he never came around to finish it; in 2374 this was used by Kathryn Janeway to illustrate to the Da Vinci hologram how often he had given up. (VOY: "Concerning Flight")