Do you ever think you belong somewhere else?

Whenever I watch a film or TV series that is set in London or New York I always feel that my life should be lived there. if things worked out a certain way I would have had to move to London for a period of time for work when I was 21 but that didn't happen. Do I actal belong there or have I got a romanticised view of the cities because they are so wonderful that I want to believe I belong there.

(Sorry for the long post)