Not a real one. You play around an imaginary city called City 17
The structure of the buildings suggests somewhere in eastern Europe, there is also text written in Bulgarian and Russian throughout the game.
City 17 is assumed to be heavily based on Sofia, Bulgaria, the hometown of the art director of Half-Life 2, Viktor Antonov. This assumption is based on both City 17's general resemblance to Sofia and the frequent appearance of Bulgarian words (written in Cyrillic characters) on signs and graffiti throughout Half-Life 2 and its episodes. One clear example is "ЦИМЕНТ" ("cement") written across the top of a large building in Ravenholm - the only language that spells the word in this way, using the Cyrillic alphabet, is Bulgarian. Furthermore, near the beginning of Half-Life 2 a newspaper entitled "Работническое Дело" (Rabotnichesko Delo) can be seen - this was the most popular newspaper in Bulgaria during its Communist period. Hints of the city containing elements of cities from the Baltics or Baltic countries is also evident with the presence of signs reading "Café Baltic". Furthermore, the Hospital sign, ""СТАЦИОНАР" ("statsionar" in Latin letters), means "Hospital" in Russian. The Victory Mine signs are also written in Russian, "ШАХТА ПОБЕДЫ ИМ 50-ЛЕТИЯ" translating to "Victory Mine - in memory of the 50 years".
Of course, the word 'Tren' appears on a timetable in the City 17 Trainstation, which is the Romanian word for train. Again, the city of Bucharest is a sister city of Sofia and since Romania is an ex-Soviet country that also explains the Russian words and popular Soviet newspapers.