Tap the Weather widget on the Home screen, then tap the Menu Key > Settings > Edit city list.
Tap the Add icon (in the upper right
corner of the screen) to add another city.
Tap the Delete icon (at the top of
the screen) to delete a city from your list.
Touch and drag the handle icon (on the right side of the screen) to move a
city to a new position in your city list. This affects the order viewed
when you swipe to change cities.