I used the Fuzzy Merge feature to get more matches between the two main datasets. I also did some manual tweaking of countries to align the first two datasets with Wikipedia. From Wikipedia I filtered out a few results to avoid confusion: USA in Oceania, Netherlands in almost every continent.
It's interactive so you can use the Continent or City, Country slicers on the left to view a selection of Cities. Note the City, Country slicer has Search enabled.