First add a simple condition for the node status. Then, for the cities, add a condition group, and make each city be a simple condition within the condition group. Like this:
Basically, what you were doing wrong is the any versus all. Since you used ANY as the global trigger, it would mean that any of those condition, so if city A or if city B or if node down.
By flipping that logic, I am saying ALL of the 2 conditions must match:
1) node must be down
2) city must be one of ANY within the condition group.
Hope that makes sense. this stuff can get confusing sometimes. (I changed my reply 3 or 4 times :-)