There is no such thing as a wailing wall. This term is a mistake made by non-Jews when they first saw the Jewish style of prayer at the Western Wall. The Western Wall is located in Jerusalem, Israel.
The Kotel (also known as the Western Wall) is located in the Old City of Jerusalem at the foot of the west side of the Temple Mount. You can learn more about the Kotel or Western Wall from the Wikipedia.
The Western wall is located on the western side of the temple mount (called the Western Wall Plaza), in the heart of old Jerusalem.
Jerusalem
The Western Wall is located in Jerusalem, Israel. Latitude/Longitude 31.777231,35.234581
Israel , Jerusalem
It is located on the northern, western hemispheres.
No. Nehemiah's wall was a fortification structure that surrounded the Old City of Jerusalem and has since been completely destroyed. The Western Wall is a retaining wall within the city to make the Great Temple esplanade level.
Mexico City is located on both the Northern and Western Hemispheres.
The Western Wall is located in JERUSALEM, ISRAEL.For more clarity on the status of Jerusalem, please see the Related Question: What is the status of Jerusalem?
the city is and was in western Europe.
This is a little difficult to answer. The Western Wall is not like a city wall that has air on both sides of stacked stone, it is rather the edge of a retaining wall the supports an entire palisade of raised stone. The stones of the wall proper are about 1-1.5 meters thick, but there are additional layers of stone that directly abut the Western Wall that continue up to Old City walls.