You can setup your DB like below.
CREATE TABLE PRODUCT
(PRODUCTID INT IDENTITY(1,1)
,PRODUCTCODE VARCHAR(50)
,PRODUCTNAME VARCHAR(100)
);
CREATE TABLE PRODUCTPRICE
(
PRODUCTPRICEID INT IDENTITY(1,1)
,PRODUCTID INT
,CITYID INT
,PRICE NUMERIC(20,4)
)
CREATE TABLE CITY
(
CITYID INT IDENTITY(1,1)
,CITYNAME VARCHAR(100)
)
SELECT C.CITYNAME,P.PRODUCTNAME,PP.PRICE FROM PRODUCT P
INNER JOIN PRODUCTPRICE PP ON P.PRODUCTID = PP.PRODUCTID
INNER JOIN CITY C ON C.CITYID = PP.CITYID
WHERE C.CITYID=1
ProductID,CityID are Foreign Keys in ProductPrice table