Bada Bagh is located in which of the following cities of Rajasthan?

Concept

Royal cenotaph (chhatri) complexes in princely-era Rajasthan were built by a ruling dynasty near its own capital or seat of power, so a chhatri complex's location is tied to the specific dynasty that commissioned it, not to any other former capital in the state.

Application

The chhatris at Bada Bagh were built by the Bhati Rajput rulers who governed from Jaisalmer, so the complex stands at Bada Bagh village, about 6 km from Jaisalmer city.

Cross-check

Cross-checking the other former capitals confirms this: Jaipur was the seat of the Kachhawaha dynasty, Udaipur of the Sisodia rulers of Mewar, and Bikaner of the Rathore rulers of Bikaner - none of these dynasties built the Bhati chhatris, so only Jaisalmer fits.

Hence, the correct answer is Jaisalmer.