From the Weather app, tap the Menu icon (at the upper-right corner of the screen) > Settings > Edit city list.
You can also access your City list by tapping the City list icon (at the top of the Weather app screen).
Tap the Add icon (at the upper-right corner of the screen) to add another city.
Tap the Delete icon (at the top right 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 (vertically in the Weather widget and horizontally in the Weather app) through your cities.