Yes, and the Indianapolis Motor Speedway, home of the Indianapolis 500, is located in Speedway, Indiana, which has its own local government and police force, in spite of the fact that it is both surrounded by Indianapolis and entirely contained within Marion County, whose government, aside from a few exceptions like Speedway, is entirely consolidated with the government of the city of Indianapolis[1].

Local government can be complicated.

[1] https://en.wikipedia.org/wiki/Unigov