If you mean for Windows 8, that usually means your internet provider is using an IP address associated with another physical location. The addresses get recycled and it is quite common for the databases to still reflect a different location. With Time Warner Cable, my "local" address in El Paso shows up as Kansas City in many apps. There are tips to "fix" but they are all as likely to do nothing as change it. My suggestion is to turn off the option to share location and just set the location in the app manually. BTW, it is not uncommon for some apps to reflect the correct location and others to show the wrong one. My impression is this is because some base location off more than one correlate and other just use the address tied to the ISP IP address.
If this is happening with a phone, it is probably a version of the same issue. I haven't encountered that myself but have heard some old complaints on the subject years ago. All phones obviously geolocate but it is at least possible some poorly designed apps may still grab location off a WIFI IP address. The Windows 8 location quirk is one I see all the time. In fact, if I turn on location services in any weather app, it will immediately give me the weather in Kansas City. I will give Cox Cable in Phoenix credit on that subject. All apps correctly identified my location as either Phoenix or Scottsdale when I lived in Scottsdale.