On my 622, they usually disappear after a software download. I don't know, but a factory reset may get rid of them, as well as some of your other settings. Other than that, I don't see a way to just delete a city.
However, similar to what Clancy said....
Once I have a city in each spot and try to add another one on my 622, I get a prompt to select a city to be replace with the new city.
Slight change of subject: I use to like the AccuWeather, but for the past several weeks when I select CURRENT, there is too much buffalo manure on the screen to read the current conditions (not enough contrast). So between that and losing the settings each software download, I no longer find it useful nor use it. But the "Locals on the 8's" coming out in the future should be great.