Cairo is the southernmost city in Illinois. Generally pronounced care-o by natives and kay-ro by others, it's located at the confluence of the Mississippi and Ohio rivers—this part of Illinois is known as Little Egypt. (Wikipedia)
Other Illinois towns with international names include Athens, Belgium, Canton, Columbia, Crete, Havana, Palestine, Panama, Paris, Peru, Rome, and Venice.
And there are plenty of other U.S. towns named Cairo—they're located in Georgia, Kansas, Missouri, Nebraska, New York, Ohio, Oregon, and West Virginia.