The following list is old, but still helps students review the locations of major cities around the world....

Top Twenty Metro Areas by Population

Tokyo
Sao Paulo, Brazil
New York City
Mexico City
Shanghai, China
Bombay, India
Los Angeles
Buenos Aires, Argentina
Seoul, South Korea
Beijing, China
Rio de Janeiro, Brazil
Calcutta, India
Jakarta, Indonesia
Tianjin, China
Manila, Philippines
Cairo, Egypt
New Delhi, India
Lagos, Nigeria
Karachi, Pakistan
Bangkok, Thailand
Dhaka, Bangladesh

On this page, I have a copy of a world map that will help with this exercise.