An example of how to use the posts_where filter in WordPress: don't allow any top-level parents posts into a query.

no-toplevel-where.php

<?php
add_filter( 'posts_where', 'wpse29897_no_parents', 10, 2 );
function wpse29897_no_parents( $where, $query )
{
	if( isset( $query->query_vars['post_type'] ) && 'city' == $query->query_vars['post_type'] )
	{
		if( '' != $where )
		{
			$where .= ' AND post_parent !=  0';
		}
		else
		{
			$where .= ' post_parent != 0';
		}
	}
	return $where;
}