Give this macro a try...
Sub LineAtCityChange()
Dim X As Long
Dim LastRow As Long
Const DataStartRow As Long = 2
Const CityColumn As String = "A"
Const TotalColumns = 3
With Worksheets("Sheet2")
LastRow = .Cells(Rows.Count, "A").End(xlUp).Row
Columns(CityColumn).Resize(, TotalColumns).Borders. _
LineStyle = xlLineStyleNone
For X = DataStartRow To LastRow
If Cells(X, CityColumn).Value <> Cells(X + 1, CityColumn).Value Then
Cells(X, CityColumn).Resize(, TotalColumns). _
Borders(xlEdgeBottom). _
LineStyle = xlContinuous
End If
Next
End With
End Sub
You will have to change the worksheet reference in the With statement from
"Sheet2" to your own sheet name and also you have to set the three Const
statements which establish the row your first city is listed on, the column
where your cities are listed and the total number of column to be underlined
(starting with the city's column).