Interview from Delhi or Mumbai?

[immihelp]

Dear Sir/Madam,

My family (Parents, Brother and his family) is in INDIA and they live in Gwalior, MP.

They are preparing to take the Visa for USA so that they can visit me during the summer.

My question is--- since they live in Madhya Pradesh, do they have to go to Mumbai for Visa interview? Can they take the interview dates from Delhi Embassy?

Delhi is very convenient for us.

Please advice.

Thanks you!

[immihelp]

Mumbai.