Chicago? Obvious reasons, though I cant find numbers for the Chicago MSA.
Seattle and Minneapolis are a good bet for 2nd and 3rd largest MSAs to vote for Obama. Detroit probably would have been second but Obama wasnt on the MI ballot and Hillary got lots of votes that were useless except in claiming a huge popular vote lead.
This thread is about Sanders, not Obama. Hillary beat Sanders in Chicago proper, and in Cook County.
Austin and Portland were probably the largest cities Sanders carried, if we only count primaries.