The social media website last.fm provides a detailed snapshot of what its users in hundreds of cities listen to each week. After suitably normalizing this data, we use it to test three hypotheses related to the geographic flow of music. The first is that although many of the most popular artists are listened to around the world, music preferences are closely related to nationality, language, and geographic location. We find support for this hypothesis, with a couple of minor, yet interesting, exceptions. Our second hypothesis is that some cities are consistently early adopters of new music (and early to snub stale music). To test this hypothesis, we adapt a method previously used to detect the leadership networks present in flocks of birds. We find empirical support for the claim that a similar leadership network exists among cities, and this finding is the main contribution of the paper. Finally, we test the hypothesis that large cities tend to be ahead of smaller cities-we find only weak support for this hypothesis.