He has been working _ this project for weeks.

Explanation

The correct answer is 'on', as it is used to indicate that someone is engaged in a task or project. In this context, 'working on this project' implies that the individual is actively participating in the project over a period of time. The other options are incorrect for the following reasons: 'At' is used for locations and does not fit the context of a project. 'By' does not convey the idea of engagement with a project and is not idiomatic in this usage. 'To' suggests a direction or goal rather than the ongoing work itself. Therefore, 'on' is the most appropriate preposition in this scenario.