Some cities are just places where a lot of people live and work. Some are seats of worldly authorities, elevating them above others. And then there is the Holy City, a site so intrinsically tied to a particular religion that it became a symbol of faith all by itself. In peacetime, it will result in thousands to millions of devoted pilgrims visiting it every day. In wartime, expect it to be defended to the last breath, even more so than a national capital (unless it is the national capital), and the consequences if it is ever sacked by an invader are either a lot graver or a lot worse for the other side.
Holy cities come in two flavors:
On Gor the one holy place is the Sardar Mountains, where the Priest-Kings live. Four times a year, at the solstices and equinoxes, there is a fair at the base of the mountain. Every Gorean is expected to attend the fair at least once before their 25th birthday.
In Catherynne M. Valente's In The Night Garden, the city of Al-a-Nur is a Holy City where stand twelve Towers, each a temple for a completely different faith, from the Tower of Sun and Moon, to the Tower of Patricides, to the Tower of St. Sigrid, etc. In Al-a-Nur, all the different devotees live together in harmony.
The middle third of A Wolf In The Soul takes place in Jerusalem. The protagonist moves there deliberately under the belief/hope that it will help him fight off his lycanthropy.
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Stargate SG-1 has Celestis, a holy city populated entirely by the Priors of the Ori, and located on a vast, flat plain of very shallow water. The Ori themselves manifest a sacred eternal fire there that they use to communicate with the Doci, their head priest.
Flamekeep in Thrane for the Church of the Silver Flame, both a Jerusalem and Vatican style, as it hosts the Silver Flame itself and the Speaker of the Flame and High Cardinals.
Ashtakala in the Demon Wastes, an evil version, for the Rhakshasas and the Lords of Dust. A Jerusalem-style (Former capital of their empire).
Greenheart in the Eldeen Reaches for the Wardens of the Woods, a Vatican-style (home of the Great Druid Oalian).
Shae Mordai in Aerenal, the City of the Dead hosts the Undying Court the elves worship. A vatican-Style.
Most of the cities of Adar are also temples of various monk orders.
Athur in Karrnath is a Vatican-style. It houses the Crimson Monastery of the Blood of Vol. The religion's true figurehead, Vol, lives somewhere else. The monastery is home to the cardinals who spread her teachings.
In Warhammer 40,000, Holy Terra, besides serving as capital for the Imperium, is also the seat for the Imperial Cult and Ecclesiarchy. There's literally a galaxy's worth of other holy worlds, of course, including Cardinal Worlds ruled directly by the Ecclesiarchy, and Shrine Worlds dedicated to an Imperial Saint. And in a weird example, the Imperial fortress-planet of Cadia is a holy site to the heretical Word Bearers legion, since it's where their primarch converted to worship the Chaos Gods before the Horus Heresy.
In Forgotten Realms many people consider cities visited during Time of Troubles by deities they venerate to be especially blessed, worthy of pilgrimage or something like this.
Civilization IV introduced religions to the series, and when you found a religion by researching the requisite technology, one of your cities will become its holy city. Not only will a holy city help spread the religion further, but a Great Prophet can build a religious wonder in it that brings in extra income based on how widespread the religion is. Capturing holy cities can thus be very lucrative even if you don't share the religion in question... and if you burn a holy city to the ground, you can expect severe diplomatic consequences.
Sienne in Fire Emblem: Radiant Dawn, home of the Tower of Guidance, Mainal Cathedral, and the Holy Apostle, Empress of Begnion.
St. Heim Papal State for the Church of Granas in Grandia II.
High Charity, a colossal, mobile planetoid that serves as the capital of the Covenant and the Prophets' Holy City in the Halo series.
At the time of The Elder Scrolls III: Morrowind, the eponymous province has three Holy Cities, one for each of the three Tribunal gods. Almalexia and Vivec are clear Vatican-style cities, as they not only house the deities they're named after but also high-ranking Temple officials (the head of the Temple in Vvardenfell in Vivec and the head of the Temple on the mainland in Almalexia). Sotha Sil... is a bit more complex, as the inhabiting god stays away from mortal affairs, and the city's location is unknown to mortals (and, as such, has no mortal inhabitants).
Daath, where the Order of Lorelei is based in Tales of the Abyss is a Vatican-style Holy City. "The Watchers' Home", Yulia City, is something of a hybrid of the Vatican-style and Jerusalem-style, being linked with the Order and historically significant to it, though only high-ranking members and residents of the city even know of its existence.
Mullonde in Final Fantasy Tactics is where the Church of Glabados is based out of. It wasn't always an island; the Cataclysm Backstory tells us that a powerful earthquake destroyed much of the original Mullonde region after St. Ajora Glabados was executed by the Holy Ydoran Empire.
Yet another Vatican-style location is the city-state of Nirvath in Vandal Hearts II, particularly its greatest landmark Nigran Cathedral. It's also the location of the final battle, and it collapses after defeating the last boss.
Kyoto is not only the seat of Shinto, but also a revered historical city for more secular Japanese.
To a lesser extent, Canterbury in England. It was a very common destination for pilgrimages on account of its beautiful cathedral and it being the site of the martyrdom of St. Thomas Becket.
Not lesser; in the context of Christianity in England. Canterbury is a major pilgrimage site today and is the heart of the Anglican church. Also the seat of the Archbishop of Canterbury, although he lives in Lambeth Palace in London.
Echmiadzin for the Armenian church.
The Russian Orthodox Church is led out of Sergiev Posad.
In addition to Jerusalem, Hebron, Safed and Tiberias are holy cities in Judaism.
There used to be a Muslim proverb, "The holier the city, the wickeder its people." While that is probably not true, the contrast makes it noticeable, and anyway it is likely easier to fleece pilgrims, whose only qualification is having money to travel, than it is to fleece merchants who have been at the game long enough to know all the tricks.
Serbs have been known to refer to Kosovo as their equivalent to Jerusalem, which would make it a holy province.