Is it possible to trademark a saying with a city name in it?

PROBABLY YES, BUT YOU WILL NEED TO DISCLAIM THE CITY NAME

Yes it is possible. You may need to disclaim any rights to the city name apart from the mark as a whole, if your business or products/services are associated with the city in some way. On the other hand, if they are not associated with the city in any way, your application to register your trademark could be refused on the basis of deceptiveness. However, that would only be if the city is well known and if prospective customers would base their decision to purchase on the geographic source of the products/services (for example if your products are traditional products of that city).

So long as in connection with a product or service in interstate commerce, and as my colleague notes with the probably disclaimer of the city name, probably yes. There are exceptions where the city takes an aggressive approach. Beverly Hills, for example, actively protects its image, name and especially does not permit a "false affiliation" that someone is located in Beverly Hills when they are not. So, you also will want to check the USPTO records based on your particular facts.

In general, yes, it's possible to adopt a slogan for particular goods or services that includes the name of a city and register it with the U.S. patent and trademark office, providing that the reference to the city isn't misdescriptive of the product. CITY NAME: Have you been eating Kraft Philadelphia brand cream cheese? SLOGAN: And our law firm, Elman Technology Law, P.C., in a suburb of Philadelphia, is proud to announce the registration on February 28, 2012, of our service mark: SCIENCE FICTION MEETS LEGAL VISION.