You cannot bring your application to just any diocese. Specific conditions apply to each application. The following is a list of the places that can consider the application and might possibly be able to formally accept it:
1) The tribunal of the diocese in which the marriage was celebrated.
2) The tribunal of the diocese where the Petitioner or the Respondent has residence.
3) The tribunal of the diocese where most of the information is to be collected. Any tribunal can help a petitioner to determine what court has the proper competence.