So far we know of 2 that are fully explorable which is Lestallum and Altissia.
We've always known of 5 major cities since the Versus days which are
1. Altissia
2. Insomnia
3. Niflhiem
4. Tenebrea
5. Solhiem
Altissia is explorable.
Insomnia might be explorable but not a great extent.
Niflhiem we don't know about but there is a mechanical looking area in the Uncovered trailer (
The area at 1:24) that could be it. But we have no idea if it's a huge city or not even though you think it would be considering they have this huge army and resources. I remember someone, maybe Nomura, saying this is the place that is very medieval in order to contrast with Insomnia (Insomnia being a modern tokyo like place that relies on magic and swords, while Niflhiem being the opposite)
Tenebrea can be seen in the same trailer at
1:39.
Solhiem is the only place we haven't heard anything about. This place could possibly not even be in the game anymore or it might have been replaced by Lestallum.