cities.geojson

{
  "type": "FeatureCollection",
  "features": [
    {
      "geometry": {
        "coordinates": [
          -86.147999999999996,
          39.790999999999997
        ],
        "type": "Point"
      },
      "properties": {
        "county_name": "Marion",
        "description": null,
        "feat_class": "Populated Place",
        "feature_id": "7774",
        "fips_class": "C3",
        "fips_county_cd": "97",
        "full_county_name": "Marion County",
        "link_title": null,
        "url": "http://www.indy.gov",
        "name": "Indianapolis",
        "primary_latitude": "39.76",
        "primary_longitude": "-86.15",
        "state_abbreviation": "IN",
        "state_name": "Indiana"
      },
      "type": "Feature"
    },
    {
      "geometry": {
        "coordinates": [
          -87.345299999999995,
          41.595599999999997
        ],
        "type": "Point"
      },
      "properties": {
        "county_name": "Lake",
        "description": null,
        "feat_class": "Populated Place",
        "feature_id": "7619",
        "fips_class": "C1",
        "fips_county_cd": "89",
        "full_county_name": "Lake County",
        "link_title": null,
        "url": "http://www.gary.in.us/",
        "name": "Gary",
        "primary_latitude": "41.59",
        "primary_longitude": "-87.34",
        "state_abbreviation": "IN",
        "state_name": "Indiana"
      },
      "type": "Feature"
    },
    {
      "geometry": {
        "coordinates": [
          -118.25,
          34.049999999999997
        ],
        "type": "Point"
      },
      "properties": {
        "county_name": "Los Angeles",
        "description": null,
        "feat_class": "Populated Place",
        "feature_id": "1525",
        "fips_class": "C1",
        "fips_county_cd": "37",
        "full_county_name": "Los Angeles County",
        "link_title": null,
        "url": "http://lacity.org/",
        "name": "Los Angeles",
        "primary_latitude": "34.05",
        "primary_longitude": "-118.24",
        "state_abbreviation": "CA",
        "state_name": "California"
      },
      "type": "Feature"
    },
    {
      "geometry": {
        "coordinates": [
          -121.4689,
          38.555599999999998
        ],
        "type": "Point"
      },
      "properties": {
        "county_name": "Sacramento",
        "description": null,
        "feat_class": "Populated Place",
        "feature_id": "1645",
        "fips_class": "C1",
        "fips_county_cd": "67",
        "full_county_name": "Sacramento County",
        "link_title": null,
        "url": "http://www.cityofsacramento.org/",
        "name": "Sacramento",
        "primary_latitude": "38.58",
        "primary_longitude": "-121.49",
        "state_abbreviation": "CA",
        "state_name": "California"
      },
      "type": "Feature"
    },
    {
      "geometry": {
        "coordinates": [
          -122.2358,
          38.113100000000003
        ],
        "type": "Point"
      },
      "properties": {
        "county_name": "Solano",
        "description": null,
        "feat_class": "Populated Place",
        "feature_id": "1732",
        "fips_class": "C1",
        "fips_county_cd": "95",
        "full_county_name": "Solano County",
        "link_title": null,
        "url": "http://www.ci.vallejo.ca.us/",
        "name": "Vallejo",
        "primary_latitude": "38.1",
        "primary_longitude": "-122.25",
        "state_abbreviation": "CA",
        "state_name": "California"
      },
      "type": "Feature"
    },
    {
      "geometry": {
        "coordinates": [
          -71.099999999999994,
          42.387500000000003
        ],
        "type": "Point"
      },
      "properties": {
        "county_name": "Middlesex",
        "description": null,
        "feat_class": "Populated Place",
        "feature_id": "11745",
        "fips_class": "C5",
        "fips_county_cd": "17",
        "full_county_name": "Middlesex County",
        "link_title": null,
        "url": "http://www.somervillema.gov/",
        "name": "Somerville",
        "primary_latitude": "42.38",
        "primary_longitude": "-71.09",
        "state_abbreviation": "MA",
        "state_name": "Massachusetts"
      },
      "type": "Feature"
    },
    {
      "geometry": {
        "coordinates": [
          -77.466700000000003,
          37.533299999999997
        ],
        "type": "Point"
      },
      "properties": {
        "county_name": "Richmond (city)",
        "description": null,
        "feat_class": "Populated Place",
        "feature_id": "33704",
        "fips_class": "C7",
        "fips_county_cd": "760",
        "full_county_name": "Richmond (City)",
        "link_title": null,
        "url": "http://www.richmondgov.com/",
        "name": "Richmond",
        "primary_latitude": "37.55",
        "primary_longitude": "-77.46",
        "state_abbreviation": "VA",
        "state_name": "Virginia"
      },
      "type": "Feature"
    },
    {
      "geometry": {
        "coordinates": [
          -80,
          40.441699999999997
        ],
        "type": "Point"
      },
      "properties": {
        "county_name": "Allegheny",
        "description": null,
        "feat_class": "Populated Place",
        "feature_id": "29240",
        "fips_class": "C5",
        "fips_county_cd": "3",
        "full_county_name": "Allegheny County",
        "link_title": null,
        "url": "http://www.city.pittsburgh.pa.us/",
        "name": "Pittsburgh",
        "primary_latitude": "40.44",
        "primary_longitude": "-79.99",
        "state_abbreviation": "PA",
        "state_name": "Pennsylvania"
      },
      "type": "Feature"
    },
    {
      "geometry": {
        "coordinates": [
          -106.61,
          35.110700000000001
        ],
        "type": "Point"
      },
      "properties": {
        "county_name": "Bernalillo",
        "description": null,
        "feat_class": "Populated Place",
        "feature_id": "22688",
        "fips_class": "C1",
        "fips_county_cd": "1",
        "full_county_name": "Bernalillo County",
        "link_title": null,
        "url": "http://www.cabq.gov/",
        "name": "Albuquerque",
        "primary_latitude": "35.08",
        "primary_longitude": "-106.65",
        "state_abbreviation": "NM",
        "state_name": "New Mexico"
      },
      "type": "Feature"
    },
    {
      "geometry": {
        "coordinates": [
          -105.27970000000001,
          40.017600000000002
        ],
        "type": "Point"
      },
      "properties": {
        "county_name": "Boulder",
        "description": null,
        "feat_class": "Populated Place",
        "feature_id": "1790",
        "fips_class": "C1",
        "fips_county_cd": "13",
        "full_county_name": "Boulder County",
        "link_title": null,
        "url": "http://www.bouldercolorado.gov/",
        "name": "Boulder",
        "primary_latitude": "40.01",
        "primary_longitude": "-105.27",
        "state_abbreviation": "CO",
        "state_name": "Colorado"
      },
      "type": "Feature"
    }
  ]
}

Data gathered from http://www.sba.gov/about-sba/sba_performance/sba_data_store/web_service_api/u_s_city_and_county_web_data_api#city

e.g. http://api.sba.gov/geodata/all_links_for_city_of/gary/in.xml

Found out afterwards that there's a .json endpoint :\