There are quite a few available.
The following has database for 2,401,039 cities
http://www.geodatasource.com/world-cities-database/free
From all my searching around, I strongly say that the most practical, accurate and free data source is provided by GeoNames.
You can access their data in 2 ways:
Go through this link http://www.maxmind.com/en/worldcities
It Includes the following fields:
Check this out:
Cities of the world database donated by MaxMind.com
The company MaxMind.com1 has agreed to release their cities of the world database under the GPL. The database contains locations by country, city, latitude and longitude. There are over 3,047,000 records in the database. For those of you who have tried the location.module with the zipcodes database from CivicSpace, you will recognize how cool it is and how well this fits with that project and therefore Drupal.
Here's another free one that might help you get started.
Creating and maintaining such a database is quite a bit of work - so anyone who's done it is likely keeping it to themselves, or offering it for a fee.
http://cldr.unicode.org/ - common standard multi-language database, includes country list and other localizable data.
https://code.google.com/p/worlddb/downloads/list
Open World Database alpha
This database has multi languages country names, region names, city names and they's latitude and longitude number and country's alpha2 code .
United Nations list of locations in mdb, csv or txt:
Welcome: http://www.unece.org/cefact/locode/welcome.html
Choose the downloads link from the above link or just click here.
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