The reason it wasn't working is that the order of operations in Tableau calculates the filter before it calculates the rank, so when it tries to rank the city it only sees one there. You can get around this by creating a table calculation with the field that you want to filter by, so they are calculated at the same time.
I've added a field to the sheet which gives you the option to filter by City and State, hopefully this shows you what needs to be done and you can modify as required. If you want to use this in actions you will need to change some other sheets around a bit to use this field in.
Project3.twbx 145.0 KB