In "The Silence of the Lambs," Dr. Lecter is imprisoned in Baltimore. More precisely, Hannibal Lecter is held at the fictional Baltimore State Hospital for the Criminally Insane, where Clarice Starling visits him for help understanding the serial killer known as Buffalo Bill.
The Baltimore setting is central to the film's early investigation. Starling is sent there by FBI agent Jack Crawford, who hopes Lecter's psychological insight will help identify Buffalo Bill and locate his latest victim. Lecter is kept in a highly secured cell and is guarded by the hospital's administrator, Dr. Frederick Chilton.
A common mix-up is to answer Maryland rather than Baltimore. Maryland is the state, while Baltimore is the city named in the question. Another source of confusion is the filming location: the hospital exterior was filmed at Western Center near Canonsburg, Pennsylvania, but the story identifies Lecter's prison as being in Baltimore. The novel also places Lecter in a Maryland mental institution.