Want to know what preposition to use for roads, avenues, streets, countries, islands, mountains, and alike? Check this out.
http://utminers.utep.edu stated the following rules:
In used with the names of continents, countries, state, provinces, and usually with cities or towns
Examples: in Asia, in South Korea, in California, in Ilocos, in Manila
On is used with island or mountains, meaning on the surface of the island or mountain, it is also used with river, in the sense of on the bank of the river.
Examples: on Hudson River, on Mount Everest, on Cayman Islands
At is used with specific places.
Examples: at home, at the post office, at work, at the hospital
On is used for addresses when only the name of the street is given, at is use when both street and number are given.
Examples: Sally lives on the Twelfth Street. / Sally lives at 848 Twelfth Street.
Other sample sentences:
We were in Asia last year.
He spent his vacation on an island in the Philippines.
They were at the office last Sunday.
My store is on Thomas Street.
The office arket is at 550 Fifth Avenue.
The cat was walking on the road.