The City of Mexico is the capital of Mexico and is located in the Valley of Mexico. Two other major cities in Mexico are Monterrey and Chihuahua. Monterrey is located in the northeastern part of the country and is the third-largest city in Mexico. It is an important industrial and financial center in the country. Chihuahua is located in the northern part of the country and is the largest state in Mexico. It is known for its desert landscapes and colonial architecture.