Symbolism, Imagery, Allegory
Acts I, II, and III all contain Irina's desperate, repeated expression of the desire for "Moscow! Going back to Moscow! Selling this house and everything and going back to Moscow…" (1.7). Especially at first, everyone's on the same boat. Even Andrey fantasizes about a return: "I'd love to be in Moscow right now, sitting at a table at Testov's or the Grand Moscow… nobody knows you and you don't know anybody, but still you don't feel like a stranger" (2.24).
For the Prozorovs, Moscow represents everything they want and everything they can't have in their little town. The eldest, Olga, remembers the past, her father, the flowers in the street, and, mostly, her lost youth. Masha longs for the intellectual and social stimulation of the big city. Irina longs for love.
But as Vershinin says, "once you're actually living in Moscow you won't notice it anymore either" (2.112). "It," of course, being love for the long-wished-for place. So Moscow, in the play, is always a representation of unfulfilled desire, rather than anything the characters could actually get.