This is very similar to the Football Team Quiz but with a few alternatives. The Question Marks indicate the number of letters for the town or city.
I have left a large part of the story out as I already have the answers. For a very similar quiz search for Football Team quiz.
The sun shone BRIGHTON the day we set SALE in a ship with a rusty HULL without much ????????. We followed the river which LEEDS to the sea and we soon reached the PORTSMOUTH
Finally we found the treasure. It was ?????? to a ?????? Which the family pushed to the harbour. Then we put the ????? to the ship vowing to put it in the HALIFAX building society when we got to home.
I look forward to your help as always and thank you in advance.
Halifax is a good answer but there are also building societies at several other 7-letter towns: Skipton, Newbury, Ipswich, Swansea. It's anybody's guess what the question setter wanted.