McKinlay Kantor (author of "Andersonville") penned a little book entitled "If The South Had Won The Civil War", that moved the capital to Columbus, Ohio. In the Old Northwest but not all the way west; not too close to the border (the CSA got Kentucky). I don't think that The US would want to put the Federal capital in a large city for fear of the effect that city's populace might have on the government. Also I don't think that a state's politicians would want to give away a big metropolis chock full of voters and put it in a Federal District.