I was looking for this information and I found that most countries release data only by province/state/whatever, so there is no global list. Thankfully there are federal districts. Most of the data is from here, retrieved 7-7.
p means I took the number for the province and used the (urban) population ratio of the city to the province
c means data for a county (may be smaller or bigger than a city)
Though I may have been inconsistent when using the whole county/region for LA and Santiago.