I need to use GIS data from various parts of the world. As a result GIS data is in different coordinate systems.
How to find out the correct local coordinate system?
Is there the official list of them?
For example, I should choose local coordinate system for Chicago, Ibadan (Nigeria) and Rio De Janeiro.
The EPSG Geodetic Parameter Registry doesn't often have coordinate reference systems (CRS) specific to a city. There are some (in Colombia, some USA cities), but none for the three cities you listed. You might instead need to look for a country-wide or state/provincial CRS or a UTM/Gauss-Krueger zone.
The Spatialreference.org website may have entries for cities. It's more open to additions because anyone can add a definition.
You might want to try the "Projestions" QGIS Plugin which offers suggestions for coordinate reference systems based on an active map layer. There is also a web based GUI for Projestions that allows you to drag and drop a GeoJSON file on the map or use drawing tools to get suggestions for coordinate reference systems. The plugin and web app both use EPSG area of use data for the CRS suggestions.
If you are using QGIS 3 there is a map in the project settings showing where the selected coordination system is valid to use.
