I am sorry but I misread the question. To is more common but in can be used. Have you ever been to Brazil. Have you ever been in any city in the USA? Have you ever been in trouble with the police? One thing that many speakers of a Romance language use incorrectly is "Do you know Brazil". We don't use "know "a place. It is always have you ever been to, visited, traveled to Brazil, for example . This is a little off topic , but I thought of it in talking about to and in.