I'll just add that you could use AT for corners, buildings, monuments, etc. Turn left AT the corner/junction/the post office/the fountain.
In the UK we call 'Main Street' the High Street' ... and we wouldn't say ON - as Jessie says. And AT would work with it. "Turn left at the High Street." (IN would also work).
I think "Turn left AT the High Street" suggests an immediate turn left.
Turn left IN the High Street suggests somewhere along the road. And I hope they would say exactly where!