Hi Cristina,
1) If the target of your report filter is entire report Body then you can use the function
ReportFilter([City]).
You can see this from the Dependencies option on the filter Edit tab
This will give comma separated values of the cities if multiple cities or All option is selected.
ex: City1;City2;City3
2) If you don't want to give all option to select for the end user that you set in the input control (4.1)
by un-checking the option "Allow Selection of All values"
So you can avoid multi value error
3) If you have multiple tables in your report and you want to apply this filter only on one of the table then you have to follow the solution provided by Niraj.