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