The Indianapolis Colts are from Indiana.
The Indianapolis Colts are in Indianapolis, Indiana!
Indiana obviously because Indianapolis has Indiana in it.
You are in Indiana
The Colts (NFL team) play for Indianapolis, Indiana.
Since 1984 the Indianapolis Colts play in, you guessed it, Indianapolis.
Indiana, the location of Indianapolis. Specifically they play at the Lucas Oil Stadium (500 South Capitol Avenue, Indianapolis, Indiana 46225).
The Midwest US. State of Indiana.