Just run the following from your MySQL / MariaDB console:
SELECT first_name,last_name,address1,city,postal_code,phone_number FROM vicidial_list WHERE list_id in (select list_id from vicidial_lists) and city in ('X','Y','Z') INTO OUTFILE '/tmp/cities.csv' FIELDS TERMINATED BY ',' ENCLOSED BY '"' LINES TERMINATED BY '\n'