  We have measured the annual parallax and proper motion of NML Cyg from
multiple epoch VLBA observations of the circulstellar H2O and SiO masers. The
measured parallax of NML Cyg is 0.620+/-0.047 mas, corresponding to a distance
of 1.61+/-0.12 kpc. The measured proper motion of NML Cyg is mu_x =
-1.55+/-0.42 mas/yr eastward and mu_y= -4.59+/-0.41 mas/yr northward. Both Both
the distance and proper motion are consistent with that of Cyg OB2, within
their joint uncertainty, confirming their association. Taking into
consideration molecular absorption signatures seen toward NML Cyg, we suggest
that NML Cyg lies on the far side of the Cyg OB2 association. The stellar
luminosity revised with our distance brings NML Cyg significantly below the
empirical luminosity limit for a red supergiant. Using the VLA observation the
radio photosphere and the SiO maser as a phase reference, we partially resolve
the radio photosphere of NML Cyg at 43 GHz and find its diameter is about 44
mas, suggesting an optical stellar diameter of 22 mas, if the size of radio
photosphere is 2 times the optical photosphere. Based on the position of
circumstellar SiO masers relative to the radio photosphere, we estimate the
absolute position of NML Cyg at epoch 2008.868 to be R.A. = 20h46m25.5382s +/-
0.0010s, Decl. = 40d06'59.379" +/- 0.015". The peculiar motions of NML Cyg, the
average of stars in Cyg OB2, and four other star-forming regions rules out that
an expanding "Stroemgren sphere" centered on Cyg OB2 is responsible for the
kinematics of the Cygnus X region.
