Microblogging services like Twitter contain abundant of user generated content covering a wide range of topics. Many of the tweets can be associated to real-world entities for providing additional information for the latter. In this paper, we aim to associate tweets that are semantically related to real-world locations or Points of Interest (POIs). Tweets contain dynamic and real-time information while POIs contain relatively static information. The tweets associated with POIs provide complementary information for many applications like opinion mining and POI recommendation; the associated POIs can also be used as POI tags in Twitter. We define the research problem of annotating POIs with tweets and propose a novel supervised Bayesian Model (sBM). The model takes into account the textual, spatial features and user behaviors together with the supervised information of whether a tweet is POI-related. It is able to capture user interests in latent regions for the prediction of whether a tweet is POI-related and the association between the tweet and its most semantically related POI. On tweets and POIs collected for two cities (New York City and Singapore), we demonstrate the effectiveness of our models against baseline methods.