Here's a list of all the provinces and their city (taken from the provinces and cities tags in the pak files). There are 103 all up.

Province - City
Britannia Inferior - Eburacum
Tribus Saxones - Bordesholm
Locus Gepidae - Domus Dulcis Domus
Hyperboria - Themiskyra
Tribus Sakae - Campus Sakae
Hibernia - Tara
Tribus Alanni - Campus Alanni
Tribus Silurii - Deva
Locus Gothi - Vicus Gothi
Tribus Sarmatae - Campus Sarmatae
Britannia Superior - Londinium
Germania Inferior - Batavodurum
Tribus Chattii - Damme
Pripet - Vicus Venedae
Regnum Marcomannii - Vicus Marcomannii
Belgica - Samarobriva
Maeotis - Tanais
Agri Decumates - Mogontiacum
Armorica - Condate Redonum
Germania Superior - Trier
Boihaemum - Lovosice
Scythia - Campus Scythii
Tribus Iazyges - Campus Iazyges
Central Gaul - Alesia
Dacia - Porrolissum
Noricum - Iuvavum
Tribus Getae - Campus Getae
Pannonia - Aquincum
Bosphorus - Chersonesos
Aquitania - Lemonum
Lugdinensis - Lugdunum
Colchis - Kotais
Atropatene - Phraaspa
Cisalpine Gaul - Mediolanium
Venetia - Patavium
Transalpine Gaul - Massilia
Illyria - Segestica
Thrace - Tylis
Gallaecia - Asturica
Dalmatia - Salona
Armenia - Artaxarta
Narbonensis - Narbo Martius
Liguria - Segesta
Pontus - Sinope
Celtiberia - Numantia
Paionia - Bylazora
Etruria - Arretium
Taraconenis - Osca
Umbria - Ariminum
Media - Arsakia
Lusitania - Scallabis
Sardinia - Caralis
Latium - Rome
Macedonia - Thessalonica
Propontis - Byzantium
Bithynia - Nicomedia
Galatia - Ancyra
Cappadocia - Mazaka
Hispania - Carthago Nova
Epirus - Apollonia
Apulia - Tarentum
Campania - Capua
Assyria - Hatra
Baetica - Corduba
Phrygia - Pergamum
Cilicia - Tarsus
Thessalia - Larissa
Baliares - Palma
Bruttium - Croton
Ionia - Sardis
Syria - Antioch
Babylonia - Seleucia
Aetolia - Thermon
Attica - Athens
Elymais - Susa
Peloponnesus - Corinth
Lycia - Halicarnassus
Sicilia Romanus - Messana
Sicilia Poeni - Lilybaeum
Mauretania - Tingi
Regnum Palmyrae - Palmyra
Cyprus - Salamis
Phoenicia - Sidon
Numidia - Cirta
Africa - Carthage
Sicilia Graecus - Syracuse
Laconia - Sparta
Coele Syria - Damascus
Rhodos - Rhodes
Arabia - Dumatha
Byzacium - Thapsus
Crete - Kydonia
Nabataea - Bostra
Judaea - Jerusalem
Gaetulia - Dimmidi
Tripolitania - Lepcis Magna
Cyrenaica - Cyrene
Nile Delta - Alexandria
Sinai - Petra
Libya - Siwa
Middle Egypt - Memphis
Sahara - Nepte
Thebais - Thebes