I doubt you will find an Airtable base with all the cities in the world. While there are only a couple hundred countries in the world, there are far more cities. Depending on how you define a city, it could be several thousand to many times that number. 

@miyazhang You can’t do this natively with Airtable, because Airtable bases have very strict record limits & value list limits. However, you can very easily do this with JotForm, which offers a drop-down menu of all the cities in the world. After your form is submitted in JotForm, you can use Make to transfer the submitted data into Airtable.