There is an example here that is almost exactly what you need foreign keys in innodb
CREATE TABLE parent (
id INT NOT NULL,
PRIMARY KEY (id)
) ENGINE=INNODB;
CREATE TABLE child (
id INT,
parent_id INT,
INDEX par_ind (parent_id),
FOREIGN KEY (parent_id) REFERENCES parent(id) ON DELETE CASCADE
) ENGINE=INNODB;
In your example user is the same as parent (a user has many locations, a parent has many childs) and location is the same as child (a location has one user, a child has one parent)