Yes. See the following code which should be put in the Master sheet's
code module. It assumes the last column you will enter data on the Master
sheet is column 3 and the city is in column A, so you will likely need to
change these to fit your data.

Private Sub Worksheet_Change(ByVal Target As Range)
Dim aCity As String
Dim iRow As Long
If Target.Column = 3 Then
aCity = Cells(Target.Row, "A")
iRow = 1 + Worksheets(aCity).Range("A65536").End(xlUp).Row
Range("A" & Target.Row & ":C" & Target.Row).Copy _
Destination:=Worksheets(aCity).Range("A" & iRow)
End If

End Sub

HTH,
Merjet