Calgary may be the most Conservative city for its size, but generally speaking there are few cities its size I can think of that routinely vote for right. In US, not a single city as big as Calgary voted for Trump. Oklahoma City was the largest Trump won and barely. In UK, Boris Johnson won by dominating the smaller cities, otherwise those similar in size to Regina and Saskatoon, but lost the larger cities. In fact in Europe, Milan and Madrid are only cities I can think of off the top of my head that are larger than Calgary and routinely vote for right wing parties. In Australia you have Brisbane, Perth, and Adelaide which are larger and went for L/NP but at state level Brisbane and Perth went Labor so its a mix.
Back in 1992 the Tories won London quite handily and I'm pretty sure it voted for Thatcher all three times. Of course, that wouldn't happen nowadays; though since 1997 the Conservative vote has been remarkably stable around 35% (essentially in line with the country in 2010/2015).