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[Stendelis]

listo el select de leonardo_josue funcionó, perfectamente.

select distinct T1.country, T1.city from locations T1 inner join
(select city, (select count(distinct country) from locations T2 where T2.city = T3.city) total
from locations T3
group by T3.city having count(*) > 1) T4 on T1.city = T4.city and T4.total > 1

Son unos grandes cualquiera de los dos.

Muchas gracias a ambos.