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You want to rank for local searches right? Now the question is do you have physical presence in those places? If not, by making city specific pages just to get rank for will definitely invite penalty sooner or later. Think about the customers first and not the search engines. _Now, if you do have branches in those cities, you can create Google Local listing, can have separate landing pages for them given the fact that those pages say something unique about the business etc. Do not add rehash content that no one is going to add. Focus on adding value to users’ experience. _

If your site targeting audience in China & Russia then Yandex & Baidu can help. There is no chance of gaining good traffic by targeting Bing  & Yahoo than google.