Are prepositions really never used with cities?

Question

We're taught that the names of cities and small islands do not use prepositions for being in, going into, or leaving these places:

• It's not in Roma but Romae.
• It's not in Romam but Romam.
• It's not e/a Roma but Roma.

But how absolute is this? Are prepositions really never used for these purposes in classical Latin, or is it just very rare? Are there examples in literature or inscriptions where a phrase like in Roma with a preposition is used? Or is there an explicit statement by an ancient grammarian or a modern scholar that prepositions are never used? Or is it perhaps easy enough to search text corpora for prepositions with city names? Latin grammars do say that prepositions are not to be used, but my I am unsure whether they are simplifying too much.

To make the question more concrete and to focus on the core phenomenon, I want to add the following restrictions:

• I am only interested in names of cities. I don't want to discuss here which islands are small.
• I am only interested in the prepositions in the senses of motion and location as in my three Roman examples above. A speech against Carthage could be called oratio in Carthaginem, but that is excluded here.
• The city names should be unmodified. The presence of an attribute often brings in a preposition: in Roma aeterna or ex urbe Roma. I am not interested in this phenomenon here, but plain city names.

Answer 1

It was recognized even in antiquity to be solecism:

[Quintilian 1.5.38] To avoid all suspicion of quibbling, I will say that a solecism may occur in one word, but never in a word in isolation. There is, however, some controversy as to the number and nature of the different kinds of solecism. Those who have dealt with the subject most fully make a fourfold division, identical with that which is made in the case of barbarisms: solecisms are brought about by addition, for instance in phrases such as nam enim, de susum, in Alexandriam.

By "in addition", Quintilian means that too many words are added; in this case the in. A simple PHI search will find that there is a severe lack of examples for in + acc. or abl. for city names: checked for Rome, Athens, Carthage, and came up empty. But sure it must have happened at some point, for why else would Quintilian remark on it?

So trying other cities, I found this:

Adv. At enim hic clam furtim ésse volt, ne quis sciat
neve arbiter sit. nam hic latro in Sparta fuit,
ut quidem ipse nobis dixit, apud regem Attalum.

Maybe others can find other examples, but I'm supposing they'll all be late or solecisms or there is something tricky going on with them.