These cities are areas in the game that are basically small capital cities. They sometimes may hold a special significance to a race in the game.
Often time you can spot these by they have special things such as a lot of detail, crafters, skill trainers, etc.
Some examples are the Skritt city in brisban, Zintl Holygrounds in Sparkfly, and finally Ebonhawke in Fields of Ruin.
My favorite is the Zintl Holygrounds. When you go around and talk to the NPCs and hear of their troubles, you really start to fear for them. There is also a special weapon set (beaded) that you can get here. Really awesome area.
