I finally finished my "Cities in Europe Beginning with..."-series. They are all marked with the tag alfabetaeurocities so you easily can find them all (thanks Doffa for the idea).
Or, even easier, follow this link:

http://www.purposegames.com/games?t=20502&so=rf

I have featured cities with more than 50,000 inhabitants if it is room for the dot, if there is a space conflict between dots I usually choose the larger city. I have featured some smaller cities that should be well known even though they are small (relatively).
When I made the "A"-game I didn't use these limitations so I have revised it.
I may have missed some cities since there are quite a lot of them.
A very good site I have used a lot is:

http://www.citypopulation.de/

It covers the whole world.