change_the_checkout_city_field.php

<?php
// change the checkout city field to a dropdown field
function nfh_change_city_to_dropdown( $fields ) {

    $cities = array(
      '',
      'Nairobi',
      'Nakuru',
      'Eldorate',
      'Mombasa',
      'Kisumu',
      'Diani',
      'Malindi',
      'Nyanyuki',
      'Nyeri'
      // etc
    );

    $city_args = wp_parse_args( array(
      'type' => 'select',
      'options' => array_combine( $cities, $cities ),
    ), $fields['shipping']['shipping_city'] );

		$fields['shipping']['shipping_city'] = $city_args;
		$fields['shipping']['shipping_city']['class'][1] = 'select_city';

		$fields['billing']['billing_city'] = $city_args;
		$fields['billing']['billing_city']['class'][1] = 'select_city';

    return $fields;

}
add_filter( 'woocommerce_checkout_fields', 'nfh_change_city_to_dropdown' );