Most people who live in New York have never set foot in the Statue of Liberty, which is, of course, right in the middle of New York harbor.
set foot in (some place)
To enter some location. It wasn't me—I've never set foot in that building before!If you ever set foot in my house again, I'll have you arrested.
set foot in
some place to enter into some place; to begin to enter some place. The judge ordered him never to set foot in her house again. I would never set foot in a place like that.