Finding the next venue to be visited by a user in a specific city is an interesting, but challenging, problem. Different techniques have been proposed, combining collaborative, content, social, and geographical signals; however it is not trivial to decide which tech- nique works best, since this may depend on the data density or the amount of activity logged for each user or item. At the same time, cross-domain strategies have been exploited in the recommender systems literature when dealing with (very) sparse situations, such as those inherently arising when recommendations are produced based on information from a single city. In this paper, we address the problem of venue recommendation from a novel perspective: applying cross-domain recommenda- tion techniques considering each city as a different domain. We perform an experimental comparison of several recommendation techniques in a temporal split under two conditions: single-domain (only information from the target city is considered) and cross- domain (information from many other cities is incorporated into the recommendation algorithm). For the latter, we have explored two strategies to transfer knowledge from one domain to another: testing the target city and training a model with information of the k cities with more ratings or only using the k closest cities. Our results show that, in general, applying cross-domain by proximity increases the performance of the majority of the recom- menders in terms of relevance. This is the first work, to the best of our knowledge, where so many domains (eight) are combined in the tourism context where a temporal split is used, and thus we expect these results could provide readers with an overall picture of what can be achieved in a real-world environment.