Michael has lived in Portland, Oregon, San Francisco, California, and Providence, Rhode Island.

Where would the semi colon go?

You need two semicolons. Check this site.

http://englishplus.com/grammar/00000095.htm

so it would be

Michael has lived in Portland, Oregon; San Francisco, California; and Providence, Rhode Island.

The semicolon (;) should be placed between the names of the cities, as it serves as a way to separate items in a list when those items already contain commas. In this case, the list is "Portland, Oregon," "San Francisco, California," and "Providence, Rhode Island." So the correct usage would be:

Michael has lived in Portland, Oregon; San Francisco, California; and Providence, Rhode Island.