The Iron Pillar located in Quwwat-ul-Mosque is in the city of Delhi. The Iron Pillar is a 7-meter tall column made of iron and has stood in Delhi for over 1600 years. It is known for its remarkable resistance to corrosion, as it has not rusted despite being exposed to the elements for centuries. The inscription on the pillar suggests that it was erected by a king named Chandragupta II during the 4th century CE. While the other cities mentioned in the options have their own historical landmarks and monuments, the Iron Pillar is specifically located in Delhi and is a significant part of its rich history and heritage.