These two prepositions are among the most used words in the language; "look at her," "at the door," "at night," "at the party," "at noon," "at the controls," "at peace"; "in the rain," "in a moment," "struck in the leg," "in cash," "in control," "in fear," "in haste." But can these two words be used interchangeably? If you are a native speaker of English, your sense of idiom will not fail you: you will say "I am all at sea" but "Whales live in the sea." And yet, do you arrive in a city or at a city? An airplane arrives at its destination, but does it arrive in or at a city? Is there a distinction between reaching a place and arriving at a place and then entering it? No clear rules can be stated for the use of these words. Let your ear and your sense of idiom be your guides.
Dictionary of problem words and expressions. Harry Shaw. 1975.