I am in Middletown, CT. I tried manually setting the time zone to the Eastern Time Zone and the weather still shows me in Houston TX and it would not let me delete it as "Mhy Location". So, I visited the AT&T Corporate store and, of course when I got there the phone fixed itself some how, way, shape, or form. Thety told me the next it does it, if it does, do a hard reset on the phone. Yes, you will lose your info, but see if that fixes it.
The phone was fine for about 3 or so hours and then it went right back to Houston TX. I did the hard reset on the phone 2x's with no luck. So, I went back down to the store and they exchanged my phone for a new. That particular store has never heard of this happening and I couldn't find anything on the forums about it.
Long of it all, AT&T has no clue why it was doing it.
Thanks for all the help.
Nick