It sounds like the best option might be to create a bookmark. Then, open it up in a new workbook and change the data source to reflect the desired city and save it as something new. Then, all the bookmarks could be placed in a workbook together. The following link provides more information on bookmarks:
Hope this helps!
Thanks- I tried it but it does the same thing as a save as on the workbook- the problem I need to do something like a 'save as' on the underlying data connection... or something else that breaks the connection is has workbook to workbook