The term CITY ON GUANABARA BAY can be solved by two crossword solutions: Rio (3 letters) and Osaka (5 letters). Rio de Janeiro is a major city in Brazil located on the Guanabara Bay. It is the capital of the state of Rio de Janeiro and is known for its iconic Christ the Redeemer statue, Sugarloaf Mountain, and Copacabana Beach. Osaka is a major city in Japan located on Osaka Bay. It is the capital of the Osaka Prefecture and is known for its vibrant nightlife, shopping districts, and historical landmarks.