No matter which city you are in, if you have an identity certificate (ID card or residence booklet), go to either party's residence to apply for a marriage certificate.
That is to say, you can take your ID card to the woman's residence, or the woman can take your ID card to the man's residence.
If you are Shandong and the woman is Henan, you can both go to Shandong or Henan, but you can't go to other cities except these two places