Romeo and Juliet were characters of a novel from Shakespeare. They did not exist in reality. If anything, Shakespeare wrote the novel in England, so I guess metaphorically they died there.
"Romeo and Juliet is a tragedy written early in the career of playwright William Shakespeare about two young "star-cross'd lovers" whose untimely deaths ultimately unite their feuding families. It was among Shakespeare's most popular plays during his lifetime and, along with Hamlet, is one of his most frequently performed plays. Today, the title characters are regarded as archetypal young lovers."
|Includes CC-BY-SA content from Wikipedia's Romeo_and_Juliet article (authors)|