While I don't think you can have more than one city, your armies can create temporary camps of varying sizes to accommodate your troops. You can have a few campfires that regenerate health, to a large camp with watchtowers and walls. I believe that if you leave your camp for a while, and then come back, there might be a few bandits or creatures living there.
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Picture made by Aametherar the orc (Elves are the best!)
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