You use "to" to emphasize the traveling nature. If you are using the verb am or was, then use "in." I've been to Greece. I am currently in the United States. I was in London two years ago. I went to England to visit my father-in-law.
If you use "in" with "have been" you are emphasizing literally being inside something. "I have been in Detroit's art museum, but I don't know the murals you'