Quote Originally Posted by John_Douglas
Foreign words that have the same form as Russian words change normally. For example, I'm from Ottawa, and speaking Russian that city would have all the normal endings of any Russian name ending in -a. The same for Vancouver, New York, London, etc. - they are all masculine in Russian.

But cities with endings that don't fit into the Russian case system would not change in the cases - for example Toronto, Sydney etc. So you would just say "do Toronto" "v Sydney" but "iz Ottavi" or "v Londone"
Сидней is also declinable. Из Сиднея (Genitive), в Сиднее (location, Prepositional), в Сидней (diretion, Accusative)...

As well as сарай (barn).